Stochastic approximation is a relatively new technique for studying the
properties of an experimental situation; it has important applications
in fields such as medicine and engineering. The subject can be treated
either largely as a branch of pure mathematics, or else from an
empirical and practical angle. In this book, Dr Wasan gives a rigorous
mathematical treatment of the subject, drawing together the scattered
results of a number of authors. He discusses the conditions under which
the method gives a valid approximation to the required solution; methods
for optimal choice of parameters to hasten convergence; the comparison
of the method with other techniques. The discussion and proofs of
theorems are given in enough detail to make them easy to follow, while a
number of interesting examples show how the techniques may be applied in
many fields.