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A one-measurement form of simultaneous perturbation stochastic approximation
7 references·11 citing·25 second hop
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this work references cited by second hop

References

  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1992Acceleration of Stochastic Approximation by Averaging1,822 cited
  • 1998Implementation of the simultaneous perturbation algorithm for stochastic optimization797 cited
  • 2005STOCHASTIC APPROXIMATION611 cited
  • 2008Stochastic Approximation565 cited
  • 1968On Asymptotic Normality in Stochastic Approximation312 cited
  • 1988Efficient Estimations from a Slowly Convergent Robbins-Monro Process273 cited

Cited by

  • 2003Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences90 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
  • 2017Bandit Convex Optimization with Biased Noisy Gradient Oracles62 cited
  • 2022The Confluence of Networks, Games, and Learning a Game-Theoretic Framework for Multiagent Decision Making Over Networks54 cited
  • 2007Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization

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52 cited
  • 2003Accelerated randomized stochastic optimization46 cited
  • 1999Stochastic Optimization, Stochastic Approximation and Simulated Annealing46 cited
  • 1999Stochastic optimization and the simultaneous perturbation method40 cited
  • 2023Robust path recommendations during public transit disruptions under demand uncertainty29 cited