Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization

Ying He, Michael C. Fu, Steven I. Marcus. Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. IEEE Trans. Automat. Contr., 48(8):1459-1463, 2003. [doi]

@article{HeFM03,
  title = {Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization},
  author = {Ying He and Michael C. Fu and Steven I. Marcus},
  year = {2003},
  doi = {10.1109/TAC.2003.815008},
  url = {http://dx.doi.org/10.1109/TAC.2003.815008},
  researchr = {https://researchr.org/publication/HeFM03},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {48},
  number = {8},
  pages = {1459-1463},
}