References

• 1983Simulation Modeling and Analysis.8,697 cited
• 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
• 1952Some aspects of the sequential design of experiments2,183 cited
• 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
• 1998Stochastic Approximation Algorithms and Applications994 cited
• 1991Gradient Estimation via Perturbation Analysis707 cited
• 1996Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons518 cited
• 1994Simulation Modeling and Analysis (2nd Ed.)386 cited
• 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method383 cited
• 1990Likelihood ratio gradient estimation for stochastic systems381 cited
• 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method270 cited
• 1994On the Convergence Rates of IPA and FDC Derivative Estimators100 cited
• 1995Two-Stage Multiple Comparisons with the Best for Computer Simulation88 cited
• 2002An overview of derivative estimation84 cited
• 1998Budget-Dependent Convergence Rate of Stochastic Approximation