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Asymptotic Distribution of Stochastic Approximation Procedures
1 references·16 citing·31 second hop
Asymptotic Distribution of Stochastic Approximation Procedures (1958)Asymptotic Distribution of Stochastic App…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …The stochastic root-finding problem (2011)The stochastic root-finding p…General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm (2011)General Bounds and Finite-Tim…Stochastic approximation: a survey (2009)Stochastic approximation: a s…Stochastic approximation: invited paper (2003)Stochastic approximation: inv…Accelerated second-order stochastic optimization using only function measurements (2002)Accelerated second-order stoc…Stochastic Optimization, Stochastic Approximation and Simulated Annealing (1999)Stochastic Optimization, Stoc…Comparative study of stochastic algorithms for system optimization based on gradient approximations (1997)Comparative study of stochast…A Scaled Stochastic Approximation Algorithm (1996)A Scaled Stochastic Approxima…A Stochastic Approximation Algorithm with Varying Bounds (1995)A Stochastic Approximation Al…On using perturbation analysis to do sensitivity analysis: derivatives versus differences (1992)On using perturbation analysi…Single Run Optimization of Discrete Event Simulations—An Empirical Study Using the M/M/l Queue (1989)Single Run Optimization of Di…Efficient Sequential Designs with Binary Data (1985)Efficient Sequential Designs …Almost Sure Approximations to the Robbins-Monro and Kiefer-Wolfowitz Processes with Dependent Noise (1982)Almost Sure Approximations to…Optimization of stochastic simulation models (1980)Optimization of stochastic si…Adaptive Design and Stochastic Approximation (1979)Adaptive Design and Stochasti…STOCHASTIC APPROXIMATION (1971)STOCHASTIC APPROXIMATIONA Stochastic Approximation Method (1951)Acceleration of Stochastic Approximation by Averaging (1992)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Gradient Estimation via Perturbation Analysis (1991)Simulation optimization: a survey of simulation optimization techniques and procedures (2000)Simulation Optimization: A Review on Theory and Applications (2013)An Overview of Stochastic Approximation (2014)On a Stochastic Approximation Method (1954)On Asymptotic Normality in Stochastic Approximation (1968)Optimization in simulation (1987)Design issues for generalized linear models: A review (2006)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Budget-Dependent Convergence Rate of Stochastic Approximation (1998)A companion for the Kiefer–Wolfowitz–Blum stochastic approximation algorithm (2007)Some aspects of the sequential design of experiments (1952)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Operations Research -- An Introduction (1980)Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (1990)On-Line Optimization of Simulated Markovian Processes (1990)Optimization of static simulation models by the score function method (1990)Optimum Designs in Regression Problems (1959)Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (2005)Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (2007)Simulation Optimization: A Concise Overview and Implementation Guide (2013)Stochastic Optimization (2015)Random Walks for Quantile Estimation (1994)The Statistical Analysis of Discrete‐Response CV Data (2001)Designs for Generalized Linear Models With Several Variables and Model Uncertainty (2006)Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (1998)Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (1999)Global Random Optimization by Simultaneous Perturbation Stochastic Approximation (2008)
this work references cited by second hop

References

  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited

Cited by

  • 1985Efficient Sequential Designs with Binary Data209 cited
  • 1979Adaptive Design and Stochastic Approximation144 cited
  • 1997Comparative study of stochastic algorithms for system optimization based on gradient approximations135 cited
  • 2003Stochastic approximation: invited paper125 cited
  • 2011General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm96 cited
  • 1989Single Run Optimization of Discrete Event Simulations—An Empirical Study Using the M/M/l Queue89 cited
  • 1971STOCHASTIC APPROXIMATION86 cited
  • 1982Almost Sure Approximations to the Robbins-Monro and Kiefer-Wolfowitz Processes with Dependent Noise72 cited
  • 1995A Stochastic Approximation Algorithm with Varying Bounds67 cited
  • 2011The stochastic root-finding problem63 cited
  • 1980Optimization of stochastic simulation models61 cited
  • 2009Stochastic approximation: a survey57 cited
  • 1996A Scaled Stochastic Approximation Algorithm54 cited
  • 2002Accelerated second-order stochastic optimization using only function measurements

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49 cited
  • 1992On using perturbation analysis to do sensitivity analysis: derivatives versus differences49 cited
  • 1999Stochastic Optimization, Stochastic Approximation and Simulated Annealing46 cited