Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
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Publication:4506575
DOI10.1109/9.720513zbMath0956.93044OpenAlexW2115247028MaRDI QIDQ4506575
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.720513
Perturbations in control/observation systems (93C73) Least squares and related methods for stochastic control systems (93E24) Stochastic approximation (62L20)
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