Stochastic models and methods of optimization

A Stochastic Approximation Method

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

Computing, Computer Science, Algorithms +9

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

Theory of Games and Statistical Decisions.

S. Vajda, David Blackwell, M. A. Girshick · Journal of the Royal Statistical Society Series A (General) · 1955 · 1K citations

Social Sciences, Mathematics, Game Theory +11

Integrals which are convex functionals

R. T. Rockafellar · Pacific Journal of Mathematics · 1968 · 530 citations · Full text

Natural Sciences, Computational Engineering, Applied Mechanics +8

Multidimensional Stochastic Approximation Methods

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

Engineering, Computational Engineering, Statistical Modeling +11