A New Hybrid Stochastic Approximation Algorithm

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Multivariate stochastic approximation using a simultaneous perturbation gradient approximation

James C. Spall · IEEE Transactions on Automatic Control · 1992 · 2.3K citations

Computing, Mathematics, Optimization +12

Stochastic Estimation of the Maximum of a Regression Function

J. Kiefer, J. Wolfowitz · The Annals of Mathematical Statistics · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Multidimensional Stochastic Approximation Methods

J. R. Blum · The Annals of Mathematical Statistics · 1954 · 522 citations · Full text

Engineering, Computational Engineering, Statistical Modeling +11

Accelerated Stochastic Approximation

Harry Kesten · The Annals of Mathematical Statistics · 1958 · 438 citations · Full text

Natural Sciences, Computer Science, Mathematics +12