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- W1854292372 abstract "The simultaneous perturbation stochastic approximation (SPSA) method developed by Spall (1992) is applied and analyzed for function minimization under quantization error. It is proved that under certain conditions the estimator sequence converges with rate O(n/sup -/spl beta//2/) for some /spl beta/>0, where the rate is measured by the L/sub q/-norm of the estimation error for any 1/spl les/q</spl infin/. The viability of SPSA for the present problem is also demonstrated by simulation results." @default.
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- W1854292372 date "2003-01-22" @default.
- W1854292372 modified "2023-09-26" @default.
- W1854292372 title "Stochastic approximation for function minimization under quantization error" @default.
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- W1854292372 doi "https://doi.org/10.1109/cdc.1999.831279" @default.
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