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A Stochastic Approximation Algorithm with Varying Bounds
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this work references cited by second hop

References

  • 1951A Stochastic Approximation Method9,630 cited
  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited
  • 1991Gradient Estimation via Perturbation Analysis707 cited
  • 1958Asymptotic Distribution of Stochastic Approximation Procedures368 cited
  • 1956ON STOCHASTIC APPROXIMATION334 cited
  • 1968On Asymptotic Normality in Stochastic Approximation312 cited
  • 1989Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue211 cited
  • 1994Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State100 cited
  • 1994Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State90 cited
  • 1989Single Run Optimization of Discrete Event Simulations—An Empirical Study Using the M/M/l Queue89 cited

Cited by

  • 2000Simulation optimization: a survey of simulation optimization techniques and procedures67 cited
  • 2013Simulation Optimization: A Review on Theory and Applications45 cited
  • 2014An Overview of Stochastic Approximation35 cited

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