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]

@article{BhatnagarFMW03,
  title = {Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences},
  author = {Shalabh Bhatnagar and Michael C. Fu and Steven I. Marcus and I-Jeng Wang},
  year = {2003},
  doi = {10.1145/858481.858486},
  url = {http://doi.acm.org/10.1145/858481.858486},
  tags = {C++},
  researchr = {https://researchr.org/publication/BhatnagarFMW03},
  cites = {0},
  citedby = {0},
  journal = {ACM Trans. Model. Comput. Simul.},
  volume = {13},
  number = {2},
  pages = {180-209},
}