Developments in stochastic optimization algorithms with gradient approximations based on function measurements

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Bibliographic Details
Published in:Proceedings of the 26th conference on Winter simulation pp. 207 - 214
Main Author: Spall, James C.
Format: Conference Proceeding
Language:English
Published: San Diego, CA, USA Society for Computer Simulation International 11.12.1994
Series:ACM Conferences
Subjects:
Computing methodologies > Modeling and simulation > Model development and analysis
Mathematics of computing > Mathematical analysis > Mathematical optimization
Theory of computation > Design and analysis of algorithms > Mathematical optimization
gradient estimation
stochastic approximation
optimization
recursive procedure
ISBN:078032109X, 9780780321090
Online Access:Get full text
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Bibliography:SourceType-Conference Papers & Proceedings-1
ObjectType-Conference Paper-1
content type line 25
ISBN:078032109X
9780780321090
DOI:10.5555/193201.194015