References

• 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
• 1999A Kiefer-Wolfowitz algorithm with randomized differences105 cited
• 2003Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences90 cited
• 1990Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis85 cited
• 1993Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times78 cited
• 1994Stochastic optimization of regenerative systems using infinitesimal perturbation analysis55 cited
• 1999Optimization over discrete sets via SPSA49 cited
• 2001Two-timescale algorithms for simulation optimization of hidden Markov models49 cited
• 1998A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization45 cited
• 1997Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models34 cited

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