Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences

Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, I-Jeng Wang. Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. ACM Trans. Model. Comput. Simul., 13(2):180-209, 2003. [doi]

Authors

Shalabh Bhatnagar

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Michael C. Fu

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Steven I. Marcus

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I-Jeng Wang

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