Comparative study of stochastic algorithms for system optimization based on gradient approximations
暂无分享,去创建一个
[1] A. Ruszczynski,et al. Stochastic approximation method with gradient averaging for unconstrained problems , 1983 .
[2] A. Tsybakov,et al. On stochastic approximation with arbitrary noise (the KW-case) , 1992 .
[3] J. Kiefer,et al. Stochastic Estimation of the Maximum of a Regression Function , 1952 .
[4] M. A. Styblinski,et al. Experiments in nonconvex optimization: Stochastic approximation with function smoothing and simulated annealing , 1990, Neural Networks.
[5] Geoffrey E. Hinton,et al. Learning internal representations by error propagation , 1986 .
[6] M. T. Wasan. Stochastic Approximation , 1969 .
[7] V. Fabian. On Asymptotic Normality in Stochastic Approximation , 1968 .
[8] J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation , 1992 .
[9] J. Spall. A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates , 1987, 1987 American Control Conference.
[10] Xi-Ren Cao,et al. Perturbation analysis of discrete event dynamic systems , 1991 .
[11] Alan Weiss,et al. Sensitivity analysis via likelihood ratios , 1986, WSC '86.
[12] J. Spall. A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting , 1988, Proceedings of the 27th IEEE Conference on Decision and Control.
[13] L. Goldstein. Minimizing noisy functionals in hilbert space: An extension of the Kiefer-Wolfowitz procedure , 1988 .
[14] Harold J. Kushner,et al. wchastic. approximation methods for constrained and unconstrained systems , 1978 .
[15] D. Burkholder. On a Class of Stochastic Approximation Processes , 1956 .
[16] M. S. Bazaraa,et al. Nonlinear Programming , 1979 .
[17] J. Blum. Multidimensional Stochastic Approximation Methods , 1954 .
[18] J. Sacks. Asymptotic Distribution of Stochastic Approximation Procedures , 1958 .