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Stochastic Learning and Optimization

Stochastic Learning and Optimization; A SENSITIVITY-BASED APPROACH Xi-Ren Cao Hong Kong University of Science and Technology
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STOCHASTIC LEARNING
AND OPTIMIZATION
A SENSITIVITY-BASED APPROACH


STOCHASTIC LEARNING
AND OPTIMIZATION
A Sensitivity-Based Approach
With 119 Figures, 27 Tables, and 212 Problems
Xi-Ren Cao
Hong Kong University of Science and Technology

Xi-Ren Cao, PhD, Professor
Hong Kong University of Science and Technology
Clear Water Bay, Kowloon
Hong Kong
email: eecao@ust.edu.hk
ISBN-13: 978-0-387-36787-3 e-ISBN-13: 978-0-387-69082-7
Library of Congress Control Number: 2007928372
© 2007 Springer Science+Business Media, LLC.
All rights reserved. This work may not be translated or copied in whole or in part without the written
permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York,
NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in
connection with any form of information storage and retrieval, electronic adaptation, computer
software, or by similar or dissimilar methodology now know or hereafter developed is forbidden.
The use in this publication of trade names, trademarks, service marks and similar terms, even if the are
not identified as such, is not to be taken as an expression of opinion as to whether or not they are
subject to proprietary rights.
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