Stochastic Approximation and Recursive Algorithms and Applications (Paperback, Softcover reprint of hardcover 2nd ed. 2003)

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.