Stochastic Approximation: A Dynamical Systems Viewpoint

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Focusing on stochastic approximation algorithms, this advanced text offers a thorough exploration using the ordinary differential equation (ODE) approach. The second edition enhances the classical convergence analysis and incorporates recent advancements like concentration bounds, stability tests, and distributed schemes. It also addresses multiple time scales and general noise models, making it a valuable resource for graduate students in various disciplines as well as researchers and practitioners seeking a comprehensive reference on the subject.