Implementation of the simultaneous perturbation algorithm for stochastic optimization
- 1 July 1998
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. 34 (3), 817-823
- https://doi.org/10.1109/7.705889
Abstract
No abstract availableThis publication has 27 references indexed in Scilit:
- Nonlinear adaptive control using neural networks: estimation with a smoothed form of simultaneous perturbation gradient approximationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- Transfer optimization via simultaneous perturbation stochastic approximationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- Accelerated second-order stochastic optimization using only function measurementsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2002
- Simulation-Based Optimization with Stochastic Approximation Using Common Random NumbersManagement Science, 1999
- Model-free control of nonlinear stochastic systems with discrete-time measurementsIEEE Transactions on Automatic Control, 1998
- A neural network controller for systems with unmodeled dynamics with applications to wastewater treatmentIEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 1997
- Optimization of discrete event systems via simultaneous perturbation stochastic approximationIIE Transactions, 1997
- Optimization via simulation: A reviewAnnals of Operations Research, 1994
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network ModelsJournal of the American Statistical Association, 1989
- Stochastic Estimation of the Maximum of a Regression FunctionThe Annals of Mathematical Statistics, 1952