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Weighted Means in Stochastic Approximation of Minima
8 references·16 citing·27 second hop
Weighted Means in Stochastic Approximation of Minima (1997)Weighted Means in Stochastic Approximatio…STOCHASTIC APPROXIMATION (2005)STOCHASTIC APPROXIMATIONMultivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…Acceleration of Stochastic Approximation by Averaging (1992)Acceleration of Stochastic Ap…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…On Asymptotic Normality in Stochastic Approximation (1968)On Asymptotic Normality in St…Stochastic Approximation of Minima with Improved Asymptotic Speed (1967)Stochastic Approximation of M…Multidimensional Stochastic Approximation Methods (1954)Multidimensional Stochastic A…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …Adaptive System Optimization Using Random Directions Stochastic Approximation (2016)Adaptive System Optimization …An Overview of Stochastic Approximation (2014)An Overview of Stochastic App…Simulation Optimization: A Concise Overview and Implementation Guide (2013)Simulation Optimization: A Co…Global Random Optimization by Simultaneous Perturbation Stochastic Approximation (2008)Global Random Optimization by…A companion for the Kiefer–Wolfowitz–Blum stochastic approximation algorithm (2007)A companion for the Kiefer–Wo…Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms (2006)Convergence rate and averagin…Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (2005)Adaptive multivariate three-t…Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization (2003)Convergence of simultaneous p…Accelerated randomized stochastic optimization (2003)Accelerated randomized stocha…Adaptive stochastic approximation by the simultaneous perturbation method (2002)Adaptive stochastic approxima…Accelerated second-order stochastic optimization using only function measurements (2002)Accelerated second-order stoc…Global random optimization by simultaneous perturbation stochastic approximation (2001)Global random optimization by…Global random optimization by simultaneous perturbation stochastic approximation (2001)Global random optimization by…Stochastic Optimization, Stochastic Approximation and Simulated Annealing (1999)Stochastic Optimization, Stoc…Stochastic optimization and the simultaneous perturbation method (1999)Stochastic optimization and t…Stochastic approximation algorithms: Overview and recent trends (1999)Stochastic approximation algo…Stochastic Approximation Algorithms and Applications (1998)Stochastic Approximation and Recursive Algorithms and Applications (2003)Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm (2009)“No Free Lunch” Theorems Applied to the Calibration of Traffic Simulation Models (2014)A Stochastic Approximation Method (1951)A Biometrics Invited Paper. A Review of Response Surface Methodology from a Biometric Viewpoint (1975)Linearly Parameterized Bandits (2010)A unified framework for stochastic optimization (2018)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Adaptive Design and Stochastic Approximation (1979)A one-measurement form of simultaneous perturbation stochastic approximation (1997)STOCHASTIC APPROXIMATION (1971)Regret and Convergence Bounds for a Class of Continuum-Armed Bandit Problems (2009)General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm (2011)Optimization of computer simulation models with rare events (1997)Proceedings of the 2002 Winter Simulation Conference (2002)Lectures on Stochastic Programming: Modeling and Theory (2009)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)Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (2007)The stochastic root-finding problem (2011)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Monte Carlo Sampling Methods (2003)Optimization via simulation: A review (1994)Adaptive stochastic approximation by the simultaneous perturbation method (2000)
this work references cited by second hop

References

  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited
  • 1992Acceleration of Stochastic Approximation by Averaging1,822 cited
  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 2005STOCHASTIC APPROXIMATION611 cited
  • 1954Multidimensional Stochastic Approximation Methods523 cited
  • 1968On Asymptotic Normality in Stochastic Approximation312 cited
  • 1967Stochastic Approximation of Minima with Improved Asymptotic Speed153 cited

Cited by

  • 2008Global Random Optimization by Simultaneous Perturbation Stochastic Approximation85 cited
  • 2005Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization70 cited
  • 2007A companion for the Kiefer–Wolfowitz–Blum stochastic approximation algorithm68 cited
  • 2003Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization68 cited
  • 2013Simulation Optimization: A Concise Overview and Implementation Guide62 cited
  • 2006Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms60 cited

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  • 2002Accelerated second-order stochastic optimization using only function measurements49 cited
  • 2001Global random optimization by simultaneous perturbation stochastic approximation47 cited
  • 2003Accelerated randomized stochastic optimization46 cited
  • 1999Stochastic Optimization, Stochastic Approximation and Simulated Annealing46 cited
  • 1999Stochastic optimization and the simultaneous perturbation method40 cited
  • 2001Global random optimization by simultaneous perturbation stochastic approximation38 cited
  • 1999Stochastic approximation algorithms: Overview and recent trends37 cited
  • 2014An Overview of Stochastic Approximation35 cited
  • 2002Adaptive stochastic approximation by the simultaneous perturbation method35 cited
  • 2016Adaptive System Optimization Using Random Directions Stochastic Approximation34 cited