1. Stochastic Learning and Optimization:  A Sensitivity-Based Approach,              Springer, 2007

 

Contents ( PDF ) 

Introduction ( PDF )   

Solution to Problems (PDF)

Book Review (By Prof. Pravin Varaiya)

      A simple version of the contents of this book:

      Part  I  Four Disciplines in Learning and Optimization (Chapter 2 ~ Chapter 7)

      Part  II The Event-Based Optimization -- A New Approach (Chapter 8 ~ Chapter 9)

      Part  III Appendices: Mathematical Background