Title :
Discrete stochastic approximation via simultaneous difference approximations
Author :
Hill, Stacy D. ; Gerencsér, László ; Vágó, Zsuzsanna
Author_Institution :
Appl. Phys. Lab., Johns Hopkins Univ., Laurel, MD, USA
Keywords :
convergence; discrete systems; function approximation; optimisation; stochastic processes; convergence; cost functions; difference approximations; discrete function optimization; discrete stochastic approximation; simultaneous perturbation stochastic approximation method; stochastic optimization; Approximation algorithms; Approximation methods; Automation; Convergence; Cost function; Laboratories; Optimization methods; Physics computing; Resource management; Stochastic processes;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1469950
