Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation

Proceedings of the American Control Conference

Volumn 6, Issue , 1997, Pages 3582-3586

  Sadegh, Payman ^a   Spall, James C ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MONTE CARLO METHODS; OPTIMIZATION; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; RANDOM PROCESSES; VECTORS;

SIMULTANEOUS PERTURBATION GRADIENT APPROXIMATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0030703463     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (15)