Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation

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

Implementation of the simultaneous perturbation algorithm for stochastic optimization

James C. Spall · IEEE Transactions on Aerospace and Electronic Systems · 1998 · 795 citations

Natural Sciences, Computational Engineering, Optimization +11

A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates

James C. Spall · American Control Conference · 1987 · 160 citations

Engineering, Systems Engineering, Stochastic Modeling +15

Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State

Pierre L’Ecuyer, Peter W. Glynn · Management Science · 1994 · 106 citations

Engineering, Computer Science, Optimization +16

A learning rule of neural networks via simultaneous perturbation and its hardware implementation

Yutaka Maeda, Hiroaki Hirano, Yakichi Kanata · Neural Networks · 1995 · 101 citations

Computing, Computer Engineering, Computer Science +14