Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (Q4564833)

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scientific article; zbMATH DE number 6886338
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Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
scientific article; zbMATH DE number 6886338

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    Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (English)
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    12 June 2018
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    Hadamard matrices
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    SPSA
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    simulation optimization
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    deterministic perturbations
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    stochastic approximation
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    two-timescale algorithms
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