Simultaneous Perturbation Newton Algorithms for Simulation Optimization

Shalabh Bhatnagar, Prashanth L. A.. Simultaneous Perturbation Newton Algorithms for Simulation Optimization. J. Optimization Theory and Applications, 164(2):621-643, 2015. [doi]

@article{BhatnagarA15,
  title = {Simultaneous Perturbation Newton Algorithms for Simulation Optimization},
  author = {Shalabh Bhatnagar and Prashanth L. A.},
  year = {2015},
  doi = {10.1007/s10957-013-0507-1},
  url = {http://dx.doi.org/10.1007/s10957-013-0507-1},
  researchr = {https://researchr.org/publication/BhatnagarA15},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {164},
  number = {2},
  pages = {621-643},
}