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Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation.

Payman SadeghJames C. Spall
Published in: IEEE Trans. Autom. Control. (1998)
Keyphrases
  • stochastic approximation
  • closed form
  • monte carlo
  • optimal solution
  • optimal control
  • reinforcement learning
  • support vector
  • search algorithm
  • least squares
  • convergence rate