Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/tomacs/Bhatnagar05
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2005
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Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization.
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Adaptive three-timescale stochastic approximation algorithms, Newton-type algorithms, simulation optimization, simultaneous perturbation stochastic approximation
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Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization.
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