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Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

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References

1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
1980Controlled Diffusion Processes1,311 cited
1998Stochastic Approximation Algorithms and Applications994 cited
1968On Asymptotic Normality in Stochastic Approximation312 cited
1967Stochastic Approximation of Minima with Improved Asymptotic Speed153 cited

Cited by

1999Optimization over discrete sets via SPSA49 cited
2003Accelerated randomized stochastic optimization46 cited
1999Stochastic optimization and the simultaneous perturbation method40 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

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