Stochastic Approximation and Recursive Algorithms and Applications

From the reviews of the second edition:

"This is the second edition of an excellent book on stochastic approximation, recursive algorithms and applications … . Although the structure of the book has not been changed, the authors have thoroughly revised it and added additional material … ." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1026, 2004)

"The book attempts to convince that … algorithms naturally arise in many application areas … . I do not hesitate to conclude that this book is exceptionally well written. The literature citation is extensive, and pertinent to the topics at hand, throughout. This book could be well suited to those at the level of the graduate researcher and upwards." (A. C. Brooms, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 169 (3), 2006)