A short note on SPSA techniques and their use in nonlinear bioprocess identification

DOI10.1080/13873950600723327zbMath1130.65008OpenAlexW2011186576MaRDI QIDQ5436380

C. Renotte, Philippe Bogaerts, Alain Vande Wouwer

Publication date: 16 January 2008

Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1080/13873950600723327

zbMATH Keywords

identificationoptimizationalgorithmstabilityconvergencenumerical examplesstochastic approximationmathematical modellingbiotechnology

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Inverse problems involving ordinary differential equations (34A55) General biology and biomathematics (92B05) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items

Simulation optimization: a review of algorithms and applications

Cites Work

• Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
• Adaptive stochastic approximation by the simultaneous perturbation method
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Application of stochastic approximation techniques in neural modelling and control