A Stochastic Approximation Algorithm with Varying Bounds
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DOI10.1287/OPRE.43.6.1037zbMATH Open0852.90115OpenAlexW2036200030MaRDI QIDQ4887726FDOQ4887726
Authors: Sigrún Andradóttir 
Publication date: 9 December 1996
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.43.6.1037
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Cited In (27)
- Truncated stochastic approximation with moving bounds: convergence
- Multidimensional stochastic approximation
- Solving fuzzy queueing decision problems via a parametric mixed integer nonlinear programming method
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- Convergence of a stochastic approximation version of the EM algorithm
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- Simulation response optimization via direct conjugate direction method
- Simulation-based optimization—convergence analysis and statistical inference
- Stochastic approximation algorithm for industrial process optimisation
- Adaptive random search for continuous simulation optimization
- Stabilization of stochastic approximation by step size adaptation
- Towards logistics systems parameter optimisation through the use of response surfaces
- A direct search method for unconstrained quantile-based simulation optimization
- An alternating variable method with varying replications for simulation response optimization
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- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Simulation and the finite-difference stochastic approximation method
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Convergence of Markovian stochastic approximation with discontinuous dynamics
- Asymptotic behavior of truncated stochastic approximation procedures
- Simulation-based optimization by new stochastic approximation algorithm
- Markovian stochastic approximation with expanding projections
- Application of stochastic approximation in technical design
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates
- A stochastic quasi-Newton method for simulation response optimization
- Rate of convergence of truncated stochastic approximation procedures with moving bounds
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