Adaptive stochastic approximation by the simultaneous perturbation method

Spall, James C. . IEEE Transactions on Automatic Control 2000. 45 (10) :1839-1853

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Bibtex

@article{CIS-164574,
  Author = {Spall, James C.},
  Title = {Adaptive stochastic approximation by the simultaneous perturbation method},
  Journal = {IEEE Transactions on Automatic Control},
  Volume = {45},
  Number = {10},
  Year = {2000},
  Pages = {1839--1853},
  Keywords = {Optimization, Adaptive estimation, Parameter estimation, Newton-Raphson algorithm, Root-finding, SPSA, simultaneous perturbation stochastic approximation}
}

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