I-Jeng Wang, James C. Spall. Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions. Int. J. Control, 81(8):1232-1238, 2008. [doi]
@article{WangS08-11,
title = {Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions},
author = {I-Jeng Wang and James C. Spall},
year = {2008},
doi = {10.1080/00207170701611123},
url = {http://dx.doi.org/10.1080/00207170701611123},
researchr = {https://researchr.org/publication/WangS08-11},
cites = {0},
citedby = {0},
journal = {Int. J. Control},
volume = {81},
number = {8},
pages = {1232-1238},
}