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Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
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Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (1997)Optimal random perturbations for stochast…STOCHASTIC APPROXIMATION (2005)STOCHASTIC APPROXIMATIONOptimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (1998)Optimal random perturbations …Comparative study of stochastic algorithms for system optimization based on gradient approximations (1997)Comparative study of stochast…On the use of an SPSA-based model-free controller in quality improvement (1995)On the use of an SPSA-based m…Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates (1987)A Stochastic Approximation Te…Kushner, H. J./Clark, D. S., Stochastic Approximation Methods for Constrained and Unconstrained Systems. (Applied Mathematical Sciences 26). Berlin‐Heidelberg‐New York, Springer‐Verlag 1978. X, 261 S., 4 Abb., DM 26,40. US $ 13.20 (1980)Kushner, H. J./Clark, D. S., …Theory of optimal experiments (1972)Theory of optimal experimentsMultidimensional Stochastic Approximation Methods (1954)Accelerated Stochastic Approximation (1958)Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (1999)Theory of Optimal Experiments. (1972)Stochastic approximation: a survey (2009)Simulation Optimisation Methods in Supply Chain Applications: a Review (2010)Stochastic Estimation of the Maximum of a Regression Function (1952)Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Simulation optimization: a review of algorithms and applications (2015)A Stochastic Approximation Method (1951)Global Random Optimization by Simultaneous Perturbation Stochastic Approximation (2008)Time-Series Modeling for Statistical Process Control (1988)Statistical Process Monitoring and Feedback Adjustment: A Discussion (1992)Stochastic Optimization, Stochastic Approximation and Simulated Annealing (1999)Integrating statistical process control, engineering process control and Taguchi's quality engineering (2004)Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (1990)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Convergent multiple-timescales reinforcement learning algorithms in normal form games (2003)Bayesian Experimental Design: A Review (1995)Global sensitivity analysis using polynomial chaos expansions (2007)Response surface methodology (2010)Optimization via simulation: A review (1994)Adaptive stochastic approximation by the simultaneous perturbation method (2000)Proceedings of the 2002 Winter Simulation Conference (2002)
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References

  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1972Theory of optimal experiments2,093 cited
  • 2005STOCHASTIC APPROXIMATION611 cited
  • 1987A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates160 cited
  • 1997Comparative study of stochastic algorithms for system optimization based on gradient approximations135 cited
  • 1998Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation129 cited
  • 1980Kushner, H. J./Clark, D. S., Stochastic Approximation Methods for Constrained and Unconstrained Systems. (Applied Mathematical Sciences 26). Berlin‐Heidelberg‐New York, Springer‐Verlag 1978. X, 261 S., 4 Abb., DM 26,40. US $ 13.20120 cited
  • 1995On the use of an SPSA-based model-free controller in quality improvement31 cited

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