Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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- Determination of the Mechanical Properties of a Solid Elastic Medium from a Seismic Wave Propagation Using Two Statistical Estimators
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- Detecting entanglement of unknown states by violating the Clauser-Horne-Shimony-Holt inequality
- Simultaneous perturbation Newton algorithms for simulation optimization
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- An online actor-critic algorithm with function approximation for constrained Markov decision processes
- Parallel deterministic and stochastic global minimization of functions with very many minima
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- Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space
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- Policy gradient in Lipschitz Markov decision processes
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Theoretical connections between optimization algorithms based on an approximate gradient
- Recent progress on reservoir history matching: a review
- A one-measurement form of simultaneous perturbation stochastic approximation
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
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