A one-measurement form of simultaneous perturbation stochastic approximation
Work
Year: 1997
Type: article
Abstract: The simultaneous perturbation stochastic approximation (SPSA) algorithm has proven very effective for difficult multivariate optimization problems where it is not possible to obtain direct gradient in... more
Source: Automatica
Author James C. Spall
Cites: 22
Cited by: 243
Related to: 10
FWCI: 3.114
Citation percentile (by year/subfield): 99.98
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $3,500