Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space
Author:
Affiliation:
1. H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
2. Department of Computer Science and Automation, Indian Institute of Science, Bangalore 560012, India
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Reference43 articles.
1. A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
2. Stochastic Recursive Algorithms for Optimization
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