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Implementation of the simultaneous perturbation algorithm for stochastic optimization
2 references·16 citing·38 second hop
Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Implementation of the simultaneous pertur…Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …Impact of COVID-19 behavioral inertia on reopening strategies for New York City transit (2021)Impact of COVID-19 behavioral…Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework (2019)Surrogate-assisted reliabilit…c-SPSA: Cluster-wise simultaneous perturbation stochastic approximation algorithm and its application to dynamic origin–destination matrix estimation (2015)c-SPSA: Cluster-wise simultan…An enhanced SPSA algorithm for the calibration of Dynamic Traffic Assignment models (2014)An enhanced SPSA algorithm fo…Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Simulation-based optimal Baye…Multi-objective simulation optimization using data envelopment analysis and genetic algorithm: Specific application to determining optimal resource levels in surgical services (2012)Multi-objective simulation op…Estimation of Dynamic Origin–Destination Matrices Using Linear Assignment Matrix Approximations (2012)Estimation of Dynamic Origin–…A gradient approximation approach for adjusting temporal origin–destination matrices (2010)A gradient approximation appr…Global Random Optimization by Simultaneous Perturbation Stochastic Approximation (2008)Global Random Optimization by…Offline Calibration of Dynamic Traffic Assignment (2007)Offline Calibration of Dynami…Simulation-based optimization of process control policies for inventory management in supply chains (2006)Simulation-based optimization…Simulation-based optimization with surrogate models—Application to supply chain management (2005)Simulation-based optimization…Adaptive stochastic approximation by the simultaneous perturbation method (2000)Adaptive stochastic approxima…An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)An Overview of the Simultaneo…Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation (1997)Constrained optimization via …A one-measurement form of simultaneous perturbation stochastic approximation (1997)A one-measurement form of sim…Dynamic Estimators of Origin-Destination Matrices Using Traffic Counts (1993)Foundations of Dynamic Traffic Assignment: The Past, the Present and the Future (2001)Towards a generic benchmarking platform for origin–destination flows estimation/updating algorithms: Design, demonstration and validation (2015)Hierarchical travel demand estimation using multiple data sources: A forward and backward propagation algorithmic framework on a layered computational graph (2018)Estimating multi-class dynamic origin-destination demand through a 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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

Cited by

  • 2012Simulation-based optimal Bayesian experimental design for nonlinear systems451 cited
  • 1998An Overview of the Simultaneous Perturbation Method for Efficient Optimization435 cited
  • 2000Adaptive stochastic approximation by the simultaneous perturbation method425 cited
  • 1997A one-measurement form of simultaneous perturbation stochastic approximation254 cited
  • 2019Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework213 cited
  • 2006Simulation-based optimization of process control policies for inventory management in supply chains161 cited
  • 2014An enhanced SPSA algorithm for the calibration of Dynamic Traffic Assignment models135 cited
  • 2005Simulation-based optimization with surrogate models—Application to supply chain management131 cited
  • 2010A gradient approximation approach for adjusting temporal origin–destination matrices123 cited
  • 2007Offline Calibration of Dynamic Traffic Assignment102 cited
  • 2012Multi-objective simulation optimization using data envelopment analysis and genetic algorithm: Specific application to determining optimal resource levels in surgical services99 cited

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  • 2021Impact of COVID-19 behavioral inertia on reopening strategies for New York City transit89 cited
  • 2015c-SPSA: Cluster-wise simultaneous perturbation stochastic approximation algorithm and its application to dynamic origin–destination matrix estimation85 cited
  • 2008Global Random Optimization by Simultaneous Perturbation Stochastic Approximation85 cited
  • 1997Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation84 cited
  • 2012Estimation of Dynamic Origin–Destination Matrices Using Linear Assignment Matrix Approximations80 cited