Simultaneous perturbation stochastic approximation

Known as: SPSA 
Simultaneous perturbation stochastic approximation (SPSA) is an algorithmic method for optimizing systems with multiple unknown parameters. It is a… (More)
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2013
2013
A stopping rule is developed for simultaneous perturbation stochastic approximation (SPSA) which is an iterative method for… (More)
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2011
2011
The Dutch continental shelf model (DCSM) is a shallow sea model of entire continental shelf which is used operationally in the… (More)
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2010
2010
Power quality in distribution systems may deteriorate due to an increase in nonlinear loads. The single-tuned passive filter is… (More)
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2007
2007
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of… (More)
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2004
2004
This work presents a new application of simultaneous perturbation stochastic approximation (SPSA) for online learning and weight… (More)
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Highly Cited
2003
Highly Cited
2003
Simultaneous perturbation stochastic approximation (SPSA) algorithms have been found to be very effective for high-dimensional… (More)
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2003
2003
This paper addresses the optimisation of particle filtering methods aka Sequential Monte Carlo (SMC) methods using stochastic a… (More)
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Highly Cited
2001
Highly Cited
2001
A desire with iterative optimization techniques is that the algorithm reach the global optimum rather than get stranded at a… (More)
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Highly Cited
1997
Highly Cited
1997
Abstmet-The simultaneous perturbation stochastic approximation (SPSA) algorithm has proven very effective for difficult… (More)
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1995
1995
We consider the problem of optimizing a transit network with respect to customer service, when simulation of the network is… (More)
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