The book presents a thorough development of the modern theory of
stochastic approximation or recursive stochastic algorithms for both
constrained and unconstrained problems. The assumptions and proof
methods are designed to cover the needs of recent applications. The
development proceeds from simple to complex problems, allowing the
underlying ideas to be more easily understood. Many examples
illustrate the application of the theory.
This second edition is a thorough revision, although the main features
and the structure remain unchanged. It contains many additional
applications and results, and more detailed discussion.