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Volumn 3, Issue , 2004, Pages 2795-2798

Stochastic approximation on discrete sets using simultaneous difference approximations

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE FUNCTIONS; REAL-VALUED FUNCTIONS; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION (SPSA);

EID: 8744306847     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2004.182530     Document Type: Conference Paper
Times cited : (12)

References (17)
  • 1
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    • Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
    • J. C. Spall. "Multivariate stochastic approximation using a simultaneous perturbation gradient approximation," IEEE Trans. on Automat. Contr., vol. 37, pp. 332-341, 1992.
    • (1992) IEEE Trans. on Automat. Contr. , vol.37 , pp. 332-341
    • Spall, J.C.1
  • 4
    • 0032657551 scopus 로고    scopus 로고
    • Rate of convergence of moments for a simultaneous perturbation stochastic approximation method for function minimization
    • L. Gerencsér. "Rate of convergence of moments for a simultaneous perturbation stochastic approximation method for function minimization," IEEE Trans. on Automat. Contr., vol. 44, pp. 894-906, 1999.
    • (1999) IEEE Trans. on Automat. Contr. , vol.44 , pp. 894-906
    • Gerencsér, L.1
  • 6
    • 0032122883 scopus 로고    scopus 로고
    • Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems
    • C. G. Cassandras, L. Dai, and C. G. Panayiotou. "Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems," IEEE Trans. Auto. Contr., vol. 43(7): pp. 881-900, 1998.
    • (1998) IEEE Trans. Auto. Contr. , vol.43 , Issue.7 , pp. 881-900
    • Cassandras, C.G.1    Dai, L.2    Panayiotou, C.G.3
  • 10
    • 0010166689 scopus 로고    scopus 로고
    • On minimizing nonseparable functions defined on the integers with an inventory application
    • B.L. Miller, "On Minimizing Nonseparable Functions Defined on the Integers with an Inventory Application, SIAM Journal on Applied Mathematics, vol. 21, pp. 166-185.
    • SIAM Journal on Applied Mathematics , vol.21 , pp. 166-185
    • Miller, B.L.1
  • 11
    • 0002409723 scopus 로고
    • Convexity in nonlinear integer programming
    • P. Favati and F. Tardella, "Convexity in nonlinear integer programming," Ricerca Operativa, vol. 53, pp. 3-34, 1990.
    • (1990) Ricerca Operativa , vol.53 , pp. 3-34
    • Favati, P.1    Tardella, F.2
  • 12
    • 84950934365 scopus 로고
    • Stochastic approximation on a discrete set and the multi-armed bandit problem
    • V. Dupac and U. Herkenrath, "Stochastic approximation on a discrete set and the multi-armed bandit problem," Communications in Statistics-Sequential Analysis, vol 1, pp. 1025, 1982.
    • (1982) Communications in Statistics-sequential Analysis , vol.1 , pp. 1025
    • Dupac, V.1    Herkenrath, U.2
  • 13
    • 8744261475 scopus 로고    scopus 로고
    • Stochastic approximation on discrete sets using simultaneous perturbation difference approximations
    • The Johns Hopkins University, March 12-14
    • Hill, S. D., L. Gerencsér and Z. Vágó, "Stochastic Approximation on Discrete Sets Using Simultaneous Perturbation Difference Approximations," Proc. of the 2003 Conf. on Information Science and Systems, The Johns Hopkins University, March 12-14, 2003
    • (2003) Proc. of the 2003 Conf. on Information Science and Systems
    • Hill, S.D.1    Gerencsér, L.2    Vágó, Z.3
  • 15
    • 0041881587 scopus 로고    scopus 로고
    • Convergence of simultaneous perturbation stochastic approximation for kondifferentiable optimization
    • Y. He, M. C. Fu, and S. I. Marcus, "Convergence of Simultaneous Perturbation Stochastic Approximation for Kondifferentiable Optimization," IEEE Trans. on Auto. Contr., vol. 48, pp. 1459-1463.
    • IEEE Trans. on Auto. Contr. , vol.48 , pp. 1459-1463
    • He, Y.1    Fu, M.C.2    Marcus, S.I.3
  • 17
    • 0025251033 scopus 로고
    • An optimal branch-and-bound procedure for the constrained path, moving target search problem
    • J. N. Eagle and J. R. Yee. "An optimal branch-and-bound procedure for the constrained path, moving target search problem," Operations Research, vol. 8, 1990.
    • (1990) Operations Research , vol.8
    • Eagle, J.N.1    Yee, J.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.