IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic optimization and the simultaneous perturbation method

Proceedings of 1999 Winter Conference on Simulation

Author(s): Spall, J.C.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1999
Conference Location: Phoenix, AZ, USA
Conference Date: 5 December 1999
Volume: 1
ISBN (Paper): 0-7803-5780-9
DOI: 10.1109/WSC.1999.823058
Regular:

Multivariate stochastic optimization plays a major role in the analysis and control of many real-world systems. In almost all large-scale practical optimization problems, it is necessary to use a... View More

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