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Books

Stochastic Approximation and Recursive Algorithms and Applications
Stochastic Approximation and Recursive Algorithms and Applications
The book presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained pr... »
 
 
 
 
 

Discrete-Time Markov Chains
Discrete-Time Markov Chains
Two-Time-Scale Methods And Applications »
 
 
 
 
 

Continous-Time Markov Chains and Applications
Continous-Time Markov Chains and Applications
A Singular Perturbation Approach »
 
 
 
 
 

Stochastic Analysis, Control, Optimization and Applications
Stochastic Analysis, Control, Optimization and Applications
A Volume In Honor Of W.H. Fleming »