List of References

[New listing] Abdulla, M.S. and Bhatnagar, S. (2007),

"Parametrized Actor-Critic Algorithms for Finite-Horizon MDPs,"

Proceedings of the American Control Conference, 11-13 July 2007, New York City, USA, pp. 534–539 (paper WeA16.4) (presents two algorithms to compute optimal policies for finite-horizon Markov decision processes).

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[New listing] Aksakalli, V. and Ursu, D. (2006),

"Control of Nonlinear Stochastic Systems: Model-Free Controllers versus Linear Quadratic Regulators,"

Proceedings of the IEEE Conference on Decision and Control, 13–15 December 2006, San Diego, CA, USA, pp. 4145–4150 (paper ThIP8.3) (comparison of SPSA-based model-free controller to linear quadratic regulators).

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[New listing] Alessandri, A., Bolla, R., Grassia, A.F., and Reppetto, M. (2006),

"Identification of Freeway Macroscopic Models using Information from Mobile Phones,"

Proceedings of the American Control Conference, 14–16 June 2006, Minneapolis, MN, pp. 3801–3806 (paper ThC08.5) (parameter estimation for a freeway traffic flow model).

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Alessandri, A. and Parisini, T. (1997),

"Nonlinear Modelling of Complex Large-Scale Plants Using Neural Networks and Stochastic Approximation,"
IEEE Transactions on Systems, Man, and Cybernetics — A, vol. 27, pp. 750-757 (model parameter estimation/fault detection).
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[New listing] Arahal, M.R., Cirre, C.M., and Berenguel, M. (2008),

"Serial Grey-Box Model of a Stratified Thermal Tank for Hierarchical Control of a Solar Plant,"

Solar Energy, vol. 82(5), pp. 441–451 (building model for control for existing small solar power system in Spain).
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Baltcheva, I., Cristea, S., Vázquez-Abad, F.J., and De Prada, C. (2003),

"Simultaneous Perturbation Stochastic Approximation for Real-time Optimization of Model Predictive Control,"
Proceedings of the First Industrial Simulation Conference (ISC 2003), Valencia, Spain, June 2003, pp. 533-537 (global optimization for model predictive control).
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[New listing] Bangerth, W., Klie, H., Matossian, V., Parashar, M., Wheeler, M.F. (2006),
	"An Autonomic Reservoir Framework for the Stochastic Optimization of Well Placement," Cluster Computing, vol. 8(4), pp. 255–269 (use of SPSA with simulator for optimal placement of wells in oil and environmental applications). Top
[New listing] Bartkute, V. and Sakalauskas, L. (2006),
	"Application of Stochastic Approximation in Technical Design," in Computer Aided Methods in Optimal Design and Operations (I. Bogle and J. Zilinskas, eds.), Series on Computers and Operations Research, vol. 7, World Scientific Publishers, Singapore, pp. 29–38 (development of termination rule based on best function values provided during optimization). Top
[New listing] Bartkute, V. and Sakalauskas, L. (2007),
	"Simultaneous Perturbation Stochastic Approximation for Nonsmooth Functions," European Journal on Operational Research, vol. 181(3), pp. 1174–1188 (modification of SPSA to have convergence with nondifferentiable functions). Top
[New listing] Bertsimas, D., Nohadani, O., and Teo, K.M. (2007),
	"Robust Optimization in Electromagnetic Scattering Problems," Journal of Applied Physics, vol. 101(7), article no. 074507 (comparison of gradient-based and gradient-free [SPSA] optimization for electromagnetic scattering problems with many degrees of freedom). Top

Bhatnagar, S. (2005),

"Adaptive Multivariate Three-Timescale Stochastic Approximation Algorithms for Simulation Based Optimization,"
ACM Transactions on Modeling and Computer Simulation, vol. 15, pp. 74–107 (advanced methods for Hessian matrix estimation in the context of simulation optimization; applications in queuing networks).
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[New listing] Bhatnagar, S. (2007),

"Adaptive Newton-Based Multivariate Algorithms for Simulation Optimization,"

ACM Transactions on Modeling and Computer Simulation, vol. 18, pp. 2:1–2:35 (develops several convolution-based [smoothed functional] methods for Hessian matrix estimation in the context of simulation optimization).

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[New listing] Bhatnagar, S. and Abdulla, M.S. (2006),

"A Reinforcement Learning Based Algorithm for Finite Horizon Markov Decision Processes,"

Proceedings of the 45th IEEE Conference on Decision and Control, 13–15 December 2006, San Diego, CA, USA, pp. 5519–5524 (paper FrB09.1) (simulation-based algorithm for finite-horizon Markov decision processes with finite state and finite action space).

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[New listing] Bhatnagar, S. and Babu, K. (2008),

"New Algorithms of the Q-learning Type,"

Automatica, vol. 44(4), pp. 1111-1119 (two algorithms for Q-learning that use the two-timescale stochastic approximation methodology; work covers areas of reinforcement learning and Markov decision processes).

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Bhatnagar, S. and Borkar, V.S. (2003),

"Multiscale Chaotic SPSA and Smoothed Functional Algorithms For Simulation Optimization,"
Simulation, vol. 79, pp. 568-580 (use of chaos-based generator for random perturbation sequences in high dimensions).
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[New listing] Bhatnagar, S. and Kowshik, H.J. (2005),

"A Discrete Parameter Stochastic Approximation Algorithm for Simulation Optimization,"

Simulation, vol. 81(11), pp. 757–772 (discrete parameter optimization with application to admission control in communication networks).

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Bhatnagar, S. and Kumar, S. (2004),

“A Simultaneous Perturbation Stochastic Approximation-Based Actor—Critic Algorithm for Markov Decision Processes,”
IEEE Transactions on Automatic Control, vol. 49, pp. 592–598 (alternative to dynamic programming for Markov decision processes).
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Bhatnagar, S. and Reddy, I. (2005),

"Optimal Threshold Policies for Admission Control in Communication Networks via Discrete Parameter Stochastic Approximation,"
Telecommunications Systems, vol. 29, pp. 9–31 (admission control of packets in communication networks).
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Bhatnagar, S., Fu, M.C., and Marcus, S.I. (1999),

"Rate-Based ABR Flow Control Using Two Timescale SPSA,"
Proceedings of the SPIE — The International Society for Optical Engineering, vol. 3841, pp.142-149 (simulation-based optimization for networks).
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Bhatnagar, S., Fu, M.C., and Marcus, S.I. and Bhatnagar, S. (2001),

"Two Timescale Algorithms for Simulation Optimization of Hidden Markov Models,''
IIE Transactions, vol. 33, pp. 245-258 (simulation-based optimization using two timescale SPSA).
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Bhatnagar, S., Fu, M.C., and Marcus, S.I., and Fard, P.J. (2001),

"Optimal Structured Feedback Policies for ABR Flow Control Using Two Timescale SPSA,''
IEEE/ACM Transactions on Networking, vol. 9, pp. 479-491 (closed-loop feedback control in ATM networks).
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Bhatnagar, S., Fu, M.C., and Marcus, S.I., and Wang, I.J. (2003),

"Two-Timescale Simultaneous Perturbation Stochastic Approximation Using Deterministic Perturbation Sequences,"
ACM Transactions on Modeling and Computer Simulation, vol. 13, pp. 180-209 (use of deterministic—vs. random—perturbation vectors).
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[New listing] Boon, J. (2007),

"Generating Exact D-Optimal Designs for Polynomial Models,"

Proceedings of the Spring Simulation Multiconference, 25–29 March 2007, Norfolk, VA, USA, pp. 121–126 (comparison of SPSA, random search, and standard exchange algorithms for finding D-optimal experimental designs).

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[New listing] Brooks, O. (2007),

"Solving Discrete Resource Allocation Problems using the Simultaneous Perturbation Stochastic Approximation (SPSA) Algorithm,"

Proceedings of the Spring Simulation Multiconference, 25–29 March 2007, Norfolk, VA, USA, pp. 55–62 (comparing the performance of stochastic optimization algorithms when applied to discrete resource allocation problems).

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Burnett, R. (2004),

“Application of Stochastic Optimization to Collision Avoidance,”
Proceedings of the American Control Conference, 29 June–2 July 2004, Boston, MA, pp. 2789–2794 (comparison of random search, SPSA, and simulated annealing in marine vessel traffic management).
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Cauwenberghs, G. (1994),

"Analog VLSI Autonomous Systems for Learning and Optimization,"
Ph.D. dissertation, California Institute of Technology (issues in hardware implementation for neural networks).
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Cauwenberghs, G. (1996),

"An Analog VLSI Recurrent Neural Network Learning a Continuous-Time Trajectory,"
IEEE Transactions on Neural Networks, vol. 7, pp. 346-361 (first demonstration of SPSA dynamic optimization on an analog VLSI chip).
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Cauwenberghs, G. (1997),

"Analog VLSI Stochastic Perturbative Learning Architectures,"
International Journal of Analog Integrated Circuits and Signal Processing, vol. 13, pp. 195-209 (extension of SPSA to reinforcement learning; VLSI implementation).
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Chan, B.L., Doucet, A., and Tadic, V.B. (2003),

"Optimisation of Particle Filters Using Simultaneous Perturbation Stochastic Approximation,"
Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing, April 2003, Hong Kong, vol. VI, pp. 681-684 (optimization of particle filter methods, a.k.a. sequential Monte Carlo methods).
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Cheema, J.S., Sankpal, N.V., Tambe, S.S., and Kulkarni, B.D. (2002),

"Genetic Programming Assisted Stochastic Optimization Strategies for Optimization of Glucose to Gluconic Acid Fermentation,"
Biotechnolgy Progress, vol. 18, pp. 1356-1365 (optimization of inputs for genetic programming via SPSA).
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Chen, H.F., Duncan, T.E., and Pasik-Duncan, B. (1996),

"A Stochastic Approximation Algorithm with Random Differences,"
Proceedings of the 13^th IFAC World Congress, vol. H, 30 June-5 July 1996, San Francisco, CA, pp. 493-496 (alternative convergence conditions for SPSA).
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[New listing] Chien, S.I. and Luo, J. (2008),

"Optimization of Dynamic Ramp Metering Control with Simultaneous Perturbation Stochastic Approximation,"

Control and Intelligent Systems, scheduled for fall 2008 issue (dynamic ramp metering traffic control to maximize the total throughput subject to the constraints of link densities, capacities, and metering rates).

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Chin, D.C. (1994),

"A More Efficient Global Optimization Algorithm Based on Styblinski and Tang,"
Neural Networks, vol. 7, pp. 573-574 (global optimization implementation).
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Chin, D.C. (1996),

"Efficient Identification Procedure for Inversion Processing,"
Proceedings of the IEEE Conference on Decision and Control, 11-13 December 1996, Kobe, Japan, pp. 3129-3130 (nonlinear signal inversion).
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Chin, D.C. (1997),

"Comparative Study of Stochastic Algorithms for System Optimization Based on Gradient Approximations,"
IEEE Transactions on Systems, Man, and Cybernetics — B, vol. 27, pp. 244-249 (theoretical and numerical efficiency analysis).
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Chin, D.C. (1999),

"The Simultaneous Perturbation Method for Processing Magnetospheric Images,"
Optical Engineering, vol. 38, pp. 606-611 (a nonlinear regression-type problem with comparisons to simulated annealing).
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Chin, D.C. and Smith, R.H. (1994),

"A Traffic Simulation for Mid-Manhattan with Model-Free Adaptive Signal Control,"
Proceedings of the Summer Computer Simulation Conference, pp. 296-301 (traffic control application).
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Chin, D.C. and Srinivasan, R. (1997),

"Electrical Conductivity Object Locator: Location of Small Objects Buried at Shallow Depths,"
Proceedings of the Unexploded Ordnance (UXO) Conference, pp. 50-57 (application with finite-element models).
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Chin, D.C., Srinivasan, R., and Ball, R.E. (1999),

"Discrimination of Buried Plastic and Metal Objects in Subsurface Soil,"
in Information Processing for Remote Sensing, ed., C.H. Chen, World Scientific, New Jersey, pp. 565-570 (application in mine detection).
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Chin, D. C., Srinivasan, R., and Ball, R.E. (2001),

"3-D Discrimination of Buried Object in Subsurface Soil via Magnetic Sensors,"
Proceedings of the American Control Conference, 25-27 June 2001, Arlington, VA, pp. 1369-1374 (inverse model estimation via two-dimensional measurements).
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[New listing] Chinthalapati, V.L.R. and Bhatnagar, S. (2006),

"A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing,"

Proceedings of the 45th IEEE Conference on Decision and Control, 13-15 December 2006, San Diego, CA, USA, pp. 4151–4156 (paper ThIP8.4) (SPSA with deterministic perturbations for enhanced performance with an application to a problem of mortgage refinancing).

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Cole-Rhodes, A., Johnson, K., and LeMoigne, J. (2002),

"Multiresolution Registration of Remote-Sensing Images Using Stochastic Gradient,"
SPIE Aerosense 2002, Wavelet Applications IX, vol. 4738, April 2002, Orlando, FL, pp. 44-55 (image registration with wavelet-based preprocessing).
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Cole-Rhodes, A., Johnson, K., LeMoigne, J., and Zavorin, I. (2003),

"Multiresolution Registration of Remote Sensing Imagery by Optimization of Mutual Information Using a Stochastic Gradient,"
IEEE Transactions on Image Processing, vol. 12, pp. 1495-1511 (image registration based on correlation and mutual information).
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Constantini, G. and Uncini, A. (2003),

"Real-Time Room Acoustic Response Simulation by an IIR Adaptive Filter,"
Electronics Letters, vol. 39, pp. 330-332 (signal processing application in music).
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[New listing] Cupertino, F., Mininno, E., Naso, D., and Salvatore, L. (2007),

"A Comparison of SPSA method and Compact Genetic Algorithm for the Optimization of Induction Motor Position Control,"

Proceedings of the European Conference on Power Electronics and Applications, 2-5 September 2007, pp. 1–10 (implementation of self-optimizing embedded control schemes for induction motor drives).

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[New listing] Cupertino, F., Mininno, E., Naso, D., and Turchiano, B. (2006),

"An Experimental Implementation of SPSA Algorithms for Induction Motor Adaptive Control,"

Proceedings of SMCals/06, 2006 IEEE Mountain Workshop on Adaptive and Learning Systems, 24–26 July 2006, Utah State University, Logan, U.S.A., pp. 66–71 (implementation of several versions of SPSA for embedded control).

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[New listing] Dabbene, F., Gay, P., and Sacco N. (2008),

"Optimisation of Fresh-Food Supply Chains in Uncertain Environments, Part I: Background and Methodology,"

Biosystems Engineering, vol. 99(3), pp. 348–359 (optimization of food supply chains that manages the trade-off between logistical costs and some indices measuring the quality of the food as perceived by the consumer).

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[New listing] Das, S., Spall, J.C., and Ghanem, R. (2007),

"An Efficient Calculation of Fisher Information Matrix: Monte Carlo Approach Using Prior Information,"

Proceedings of the 46th IEEE Conference on Decision and Control, 12-14 December 2007, New Orleans, LA, USA, pp. 963–968 (paper WeB11.3) (extension of Spall, 2005, method for estimating Fisher information matrix to accommodate setting where parts of matrix are known a priori).

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Dippon, J. and Renz, J. (1994),

"Weighted Means of Processes in Stochastic Approximation,"
Universitat Stuttgart, Mathematisches Institut A, Preprint 94-5 (evaluation of Polyak-Ruppert iterate averaging for SPSA).
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Dippon, J. and Renz, J. (1997),

"Weighted Means in Stochastic Approximation of Minima,"
SIAM Journal of Control and Optimization, vol. 35, pp. 1811-1827 (iterate averaging and optimal rates of convergence).
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[New listing] Fedin, D.S., Granichin, O.N., Dedkov, Yu.S., and Molodtsov, S.L. (2008),

"Method of Measurements with Random Perturbation: Application in Photoemission Experiments,"

Review of Scientific Instruments, vol. 79(3), paper no. 036103 (application to filtering systematic noise with nonzero mean value in photoemission data; used a series of 50 single-scan photoemission spectra).

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Flaxman, A., Kalai, A.T., and McMahan, H.B. (2005),

“Online Convex Optimization in the Bandit Setting: Gradient Descent Without a Gradient,”
Proceedings of the 16th Symposium on Discrete Algorithms (SODA), Vancouver, Canada, pp. 385–394 (distribution-free analysis with very few assumptions).
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Fu, M.C. and Hill, S.D. (1997),

"Optimization of Discrete Event Systems via Simultaneous Perturbation Stochastic Approximation,"
Transactions of the Institute of Industrial Engineers, vol. 29, pp. 233-243 (simulation-based optimization for discrete-event and queueing networks).
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Garrett, J. (2004),

"Jointly Optimizing Model Complexity and Data-Processing Parameters with Mixed-Input SPSA,"
36th Symposium on the Interface: Computing Science and Statistics, 26–29 May 2004, Baltimore, MD (optimization in predictive modeling and classification of feature-selection and model-complexity parameters).
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Gerencsér, L. (1997),

"Rate of Convergence of Moments of Spall's SPSA Method,"
in Stochastic Differential and Difference Equations (Csiszár and Gy. Michaletzky, eds.), Series on Progress in Systems and Control Theory, vol. 23, Birkhäuser, Boston, pp. 67-75 (convergence conditions for means and other moments of SPSA iterate).
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Gerencsér, L. (1999),

"Convergence Rate of Moments in Stochastic Approximation with Simultaneous Perturbation Gradient Approximation and Resetting,"
IEEE Transactions on Automatic Control, vol. 44, pp. 894-905 (convergence conditions for moments of SPSA iterate).
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Gerencsér, L. and Vágó, Z. (1999),

"Stochastic Approximation for Function Minimization Under Quantization Error,"
Proceedings of the IEEE Conference on Decision and Control, 7-10 December 1999, Phoenix, AZ, pp. 2373-2376 (convergence analysis for optimization problems with non-random noise).
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Gerencsér, L. and Vágó, Z. (2000),

"SPSA in Noise-Free Optimization,"
Proceedings of the American Control Conference, 28-30 June 2000, Chicago, IL, pp. 3284-3288 (theoretical analysis of convergence rate when loss measurements are noise-free).
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Gerencsér, L. and Vágó, Z. (2001),

"The Mathematics of Noise-Free SPSA,"
Proceedings of the IEEE Conference on Decision and Control, 4-7 December 2001, Orlando, FL, pp. 4400-4405 (analysis of convergence rate with noise-free loss measurements).
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Gerencsér, L., Hill, S.D., Vágó, Z. (1999),

"Optimization over Discrete Sets via SPSA,"
Proceedings of the IEEE Conference on Decision and Control, 7-10 December 1999, Phoenix, AZ, pp. 1791-1795 (use of SPSA for discrete optimization).
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Gerencsér, L., Hill, S.D., and Vágó, Z. (2001),

"Discrete Optimization via SPSA,"
Proceedings of the American Control Conference, 25-27 June 2001, Arlington, VA, pp. 1503-1504 (SPSA for discrete optimization, including new rate of convergence result).
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Gerencsér, L., Hill, S.D., and Vágó, Z. (2002),

"Discrete Optimization, SPSA, and Markov Chain Monte Carlo,"
Proceedings of the IEEE Conference on Decision and Control, December 2002, Las Vegas, NV, pp. 2346-2347 (use of MCMC methods with SPSA).
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Gerencsér, L., Hill, S.D., Vágó, Z., and Vincze, Z. (2004),

"Discrete Optimization, SPSA, and Markov Chain Monte Carlo Methods,"
Proceedings of the American Control Conference, 29 June–2 July 2004, Boston, MA, pp. 3814–3819 (minimization of discrete convex functions and connection to MCMC).
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Gerencsér, L., Kozmann, G., and Vágó, Z. (1998),

"SPSA for Non-Smooth Optimization with Application in ECG Analysis,"
Proceedings of the IEEE Conference on Decision and Control, 16-18 December 1998, Tampa, FL., pp. 3907-3908 (application in a classification problem).
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Gerencsér, L., Kozmann, G., Vágó, Z., and Haraszti, K. (2002),

"The Use of the SPSA Method in ECG Analysis,”
IEEE Transactions on Biomedical Engineering, vol. 49, pp. 1094-1101 (application in biomedical classification problem).
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Gosavi, A. (2002),

"The Effect of Noise on Artificial Intelligence and Meta-Heuristic Techniques,”

Proceedings of the Artificial Neural Networks in Engineering Conference (Intelligent Engineering Systems Through Artificial Neural Networks), American Society of Mechanical Engineering Press, vol. 12, pp. 981-988 (effect of simulation-based noise on simulated annealing and SPSA).
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Gosavi, A. (2003),

Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning,
Kluwer Academic, Boston (book including significant discussion of SPSA in simulation-based optimization, especially in Sects. 7.2.1 and 12.4.3).
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[New listing] Gosavi, A., Ozkaya, E., and Kahraman, A. (2007),

"Simulation Optimization for Revenue Management of Airlines with Cancellations and Overbooking,"

OR Spectrum (special issue on revenue management), vol. 29, pp. 21-38 (simulation-based solution to the seat allocation problem in the airline industry).

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Granichin, O.N. (2002),

"Randomized Algorithms for Stochastic Approximation Under Arbitrary Disturbances,"
Automation and Remote Control, vol. 63, pp. 209-219 (handles general noise distributions, with connections to quantum computing).
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Granichin, O.N. (2003),

"Optimal Convergence Rate of the Randomized Algorithms of Stochastic Approximation in Arbitrary Noise,"
Automation and Remote Control, vol. 64, pp. 252-262 (optimization of algorithm parameters with dependence on distribution of the simultaneous perturbation and smoothness of loss function).
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[New listing] Granichin, O.N. and Izmakova, O.A. (2005),

"A Randomized Stochastic Approximation Algorithm for Self-Learning,"

Automation and Remote Control, vol. 66(8), pp. 1239-1248 (SPSA-based self-learning [unsupervised] algorithms).

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Granichin O.N. and Polyak, B.T. (2003),

Randomized Algorithms of Estimation and Optimization Under Almost Arbitrary Noises,
Nauka, Moscow, Russia (English language contents for a book in Russian; thorough treatment of SPSA and related algorithms under general noise conditions).

[New listing] Granichin, O.N. and Vakhitov, A.T. (2006),

"Accuracy for the SPSA Algorithm with Two Measurements,"

WSEAS Transactions on Systems, vol. 5(5), pp. 953-957 (proves that moments of degree from 1 to 2 for the estimates are convergent).

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[New listing] Grigaitis D., Bartkute V., and Sakalauskas L. (2007),

"An Optimization of System for Automatic Recognition of Ischemic Stroke Areas in Computed Tomography Images,"

Informatica, vol. 18(4), pp. 603-614 (application to automatic recognition of ischemic stroke area on computed tomography [CT] images).

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Grote, D.P., Henestroza, E., and Kwan, J.W. (2003),

"Design and Simulation of a Multibeamlet Injector for a High Current Accelerator,"
Physical Review Special Topics—Accelerators and Beams, vol. 6, pp. 14202-1-14202-12 (optimal design for parts of a particle accelerator).
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[New listing] Guo, C., Song, Q., and Cai, W. (2007),

"A Neural Network Assisted Cascade Control System for Air Handling Unit,"

IEEE Transactions on Industrial Electronics, vol. 54(1), pp. 620-628 (implementation in control for a heating, ventilating and air-conditioning system, and comparison with traditional proportional-integral-derivative [PID] controllers).

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[New listing] Güven, T., La, R.J., Shayman, M.A., and Bhattacharjee, B. (2006),

"Measurement-Based Optimal Routing on Overlay Architectures for Unicast Sessions,"

Computer Networks, vol. 50(12), pp. 1938–1951 (routing algorithm for load-balance of intra-domain traffic along multiple paths for multiple unicast sources; comparison with existing MATE routing algorithm).

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He, Y., Fu, M.C, and Marcus, S.I. (2003),

"Convergence of Simultaneous Perturbation Stochastic Approximation for Nondifferentiable Optimization,"
IEEE Transactions on Automatic Control, vol. 48, pp. 1459-1463 (considers convergence for continuous but non-differentiable functions).
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[New listing] Heydon, B.D. and Hill, S.D. (2003),

"Maximizing Target Damage Through Optimal Aimpoint Patterning,"

AIAA 3rd Biennial National Forum on Weapon System Effectiveness, 18-20 November 2003, Seal Beach, CA (simulation-based optimization to aid in targeting and minimizing collateral damage) (distribution restricted to U.S. government agencies and their contractors).

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Hill, S.D. (2005),

“Discrete Stochastic Approximation with Application to Resource Allocation,”
Johns Hopkins APL Technical Digest, vol. 26, pp. 15–21 (application to discrete optimization with discussion of resource allocation problem).
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Hill, S.D. and Fu, M.C. (1995),

"Transfer Optimization via Simultaneous Perturbation Stochastic Approximation,"
Proceedings of the Winter Simulation Conference, eds. C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman, pp. 242-249 (transit systems and queuing networks).
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Hill, S.D., Gerencsér, L., and Vágó, Z. (2003),

"Stochastic Approximation on Discrete Sets Using Simultaneous Perturbation Difference Approximations,"
Proceedings of the 37th Conference on Information Science and Systems, 12-14 March 2003, The Johns Hopkins University, CD-ROM Paper #17 (discrete optimization method).
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Hill, S.D., Gerencsér, L., and Vágó, Z. (2004),

“Stochastic Approximation on Discrete Sets Using Simultaneous Difference Approximations,”
Proceedings of the American Control Conference, 29 June–2 July 2004, Boston, MA, pp. 2795–2798 (discrete minimization, including some convergence theory).
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[New listing] Hirokami, T., Maeda, Y., and Tsukada, H. (2006),

"Estimation using Simultaneous Perturbation Stochastic Approximation,"

Electrical Engineering in Japan, vol. 154(2), pp. 30–39 (parameter estimation, including a convergence theorem and simulation study).

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Hopkins, H.S. (1997),

"Experimental Measurement of a 4-D Phase Space Map of a Heavy Ion Beam,"
Ph.D. thesis, Dept. of Nuclear Engineering, University of California-Berkeley, December 1997 (control to reduce alignment errors in targeting of ion beam).
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Hutchison, D.W. (2002),

"On an Efficient Distribution of Perturbations for Simulation Optimization Using Simultaneous Perturbation Stochastic Approximation,"
Proceedings of the IASTED International Conference on Applied Modelling and Simulation, 4-6 November 2002, Cambridge, MA, pp. 440-445 (careful empirical evaluation of Bernoulli and non-Bernoulli perturbation distributions).
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Hutchison, D.W. and Hill, S.D. (2000),

"Simulation Optimization of Airline Delay Using Simultaneous Perturbation Stochastic Optimization,"
Proceedings of the 33rd Annual Simulation Symposium, 16-20 April 2000, Washington, DC, pp. 253-258 (application in simulation-based optimization).
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Hutchison, D.W. and Hill, S.D. (2001),

"Simulation Optimization of Airline Delay with Constraints,"
Proceedings of the 2001 Winter Simulation Conference, 9-12 December 2001, Arlington, VA, pp. 1017-1022 (resource allocation in airline networks).
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Ji, X.D. and Familoni, B.D. (1996),

"Experimental Study of Direct Adaptive SPSA Control System with Diagonal Recurrent Neural Network Controller,"
Proceedings of the IEEE SoutheastCon '96, pp. 525-528 (evaluation with recurrent neural networks).
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Ji, X.D. and Familoni, B.D. (1999),

"A Diagonal Recurrent Neural Network-Based Hybrid Direct Adaptive SPSA Control System,"
IEEE Transactions on Automatic Control, vol. 44, pp. 1469-1473 (a hybrid SPSA/PID adaptive controller with a recurrent neural network as function approximator).
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Johannsen, D.A., Wegman, E.J., Solka, J.L., and Priebe, C.E. (2004),

"Simultaneous Selection of Features and Metric for Optimal Nearest Neighbor Classification,"
Communications in Statistics–Theory and Methods, vol. 33, pp. 2137-2157 (pattern recognition application).
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Kizito, R., Roggemann, M.C., Schulz, T.J., and Zhang, Y. (2004),

"Image Sharpness Metric-Based Deformable Mirror Control for Beam Projection Systems Operating in Strong Scintillation,"
Proceedings of the SPIE—The International Society for Optical Engineering, vol. 5160, pp. 406–416 (controlling a deformable mirror in beam projection systems).
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Kleinman, N.L. (1996),

"Stochastic Approximation Algorithms: Theory and Applications,"
Ph.D. thesis, Dept. of Mathematical Sciences (now Dept. of Applied Mathematics and Statistics), The Johns Hopkins University (use of SPSA in simulation-based optimization and Berry-Esseen-type rates of convergence to normality).
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Kleinman, N.L., Hill, S.D., and Ilenda, V.A. (1997),

"SPSA/SIMMOD Optimization of Air Traffic Delay Cost,"
Proceedings of the American Control Conference, 4-6 June 1997, Albuquerque, NM, pp. 1121-1125 (applications to air traffic network).
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Kleinman, N.L., Spall, J.C., and Naiman, D.Q. (1999),

"Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers,"
Management Science, vol. 45, pp. 1570-1578 (evaluation of SPSA and finite-difference methods in simulation-based optimization when common random numbers are feasible).
Top

Klie, H., Bangerth, W., Wheeler, M., Parashar, M., and Matossian, V. (2004),

“Parallel Well Location Optimization Using Stochastic Algorithms on the Grid Computational Framework,”
Proceedings of the 9th European Conference on the Mathematics of Oil Recovery (ECMOR IX), CD-ROM (optimizing oil well locations using SPSA).
Top

Koch, M.I., Chin, D.C., and Smith, R.H. (1997),

"Network-Wide Approach to Optimal Signal Light Timing for Integrated Transit Vehicle and Traffic Operations,"
Proceedings of the 7^th National Conference on Light Rail Transit, vol. 2, National Academy of Sciences Press, pp. 126-131 (control of traffic and transit vehicles at a network-wide level).
Top

Kocsis, L., Szepesvári, Cs. and Winands, M.H.M. (2005),

"RSPSA: Enhanced Parameter Optimisation in Games,"
Proceedings of the 11th Advances in Computer Games Conference (ACG-11), 6–8 September 2005, Taipei, Taiwan (optimizing parameters of game programs: poker, lines of actions; uses common random numbers and antithetic random numbers).
Top

[New listing] Kocsis, L. and Szepesvári, C. (2006),

"Universal Parameter Optimisation in Games Based on SPSA,"

Machine Learning, vol. 63(3), pp. 249–286 (tuning of the large number of parameters that are crucial for the performance of automated game-playing algorithms).

Top

Kothandaraman, G. and Rotea, M.A. (2003),

"SPSA Algorithm for Parachute Parameter Estimation,"
AIAA Paper No. 2003–2118, 17th AIAA Aerodynamic Decelerator Systems Technology Conference and Seminar, Monterey, CA, May 2003, pp. 138–148 (parameter estimation for six-degree-of-freedom parachute model).
Top

[New listing] Kothandaraman, G. and Rotea, M.A. (2005),

"SPSA Algorithm for Parachute Parameter Estimation,"

Journal of Aircraft, vol. 42(5), pp. 1229–1235 (algorithm to estimate unknown parameters of parachute models from flight-test data without use of analytical gradients; algorithm is used to estimate aerodynamic and apparent mass coefficients in model).

Top

[New listing] Lambert, P., Banchs, R.E., and Crego, J.M. (2007),

"Discriminative Alignment Training without Annotated Data for Machine Translation,"

Proceedings Human Language Technologies 2007: The Conference of the North American Chapter of the Association for Computational Linguistics, Companion Volume, Short Papers, April 2007, Rochester, NY, USA, pp. 85–88 (machine learning application in the area of translations).

Top

[New listing] Lee, J.-B. and Ozbay, K. (2008),

"Calibration of a Macroscopic Traffic Simulation Model Using Enhanced Simultaneous Perturbation Stochastic Approximation Methodology,"

Transportation Research Board Annual Meeting paper no. 08-2964 (parameter estimation for traffic simulation based on a Bayesian sampling approach; includes example calibration for a portion of I-880 in California).

Top

Luman, R.R. (1997),

"Quantitative Decision Support for Upgrading Complex Systems of Systems,"
Ph.D. thesis, School of Engineering and Applied Science, George Washington University (use of first- and second-order SPSA in simulation-based optimization).
Top

Luman, R.R. (2000),

"Upgrading Complex Systems of Systems: A CAIV Methodology for Warfare Area Requirements Allocation,"
Military Operations Research, vol. 5(2), pp. 53-75 (use of first- and second-order SPSA in simulation-based optimization).
Top

[New listing] Ma, J., Nie, Y., and Zhang, H.M. (2007),

"Solving the Integrated Corridor Control Problem Using Simultaneous Perturbation Stochastic Approximation,"

Transportation Research Board Annual Meeting, Paper #07-1065 (control of traffic in a transportation corridor using traffic signal timing and ramp metering).

Top

[New listing] Ma, J., Dong, H., and Zhang, H.M. (2007),

"Calibration of Micro Simulation with Heuristic Optimization Methods,"

Transportation Research Board Annual Meeting, Paper #07-1282 (estimation of microscopic traffic simulation; includes comparisons with genetic algorithm and trial-and-error iterative adjustment).

Top

Maeda, Y. (1996),

"Time Difference Simultaneous Perturbation Method,"
Electronics Letters, vol. 32, pp. 1016-1018 (method for coping with nonstationarities in dynamic estimation).
Top

Maeda, Y. (2002),

"Real-Time Control and Learning Using Neuro-Controller via Simultaneous Perturbation for Flexible Arm System,"
Proceedings of the American Control Conference, 8-10 May 2002, Anchorage, AK, pp. 2583-2588 (applications for robot arm control).
Top

Maeda, Y. and Kanata, Y. (1994),

"Extended Adaptive Robbins-Monro Procedure Using Simultaneous Perturbation for a Least-Square Approximation Problem,"
Proceedings of the Asian Control Conference, pp. 383-386 (recursive estimation of input-output relationship by least squares).
Top

Maeda, Y. and Maruyama, T. (2003),

"Natural Gradient Using Simultaneous Perturbation Without Probability Densities for Blind Source Separation,"
Proceedings of the 4th International Symposium on Independent Component Analysis and Blind Signal Separation, Nara, Japan, April 2003, pp. 439-443 (natural gradient method for blind source separation in signal processing).
Top

Maeda, Y. and Toshiki, T. (2003),

"FPGA Implementation of a Pulse Density Neural Network With Learning Ability Using Simultaneous Perturbation,"
IEEE Transactions on Neural Networks, vol. 14, pp. 688-695 (hardware implementation of a pulse neural network).
Top

Maeda, Y. and Tsushio, K. (2002),

"Blind Signal Separation via Simultaneous Perturbation Method,"
Proceedings of the International Joint Conference on Neural Networks, Honolulu, HI, 12-17 May 2002 (method for extracting signals of interest from mixtures of signals).
Top

[New listing] Maeda, Y. and Wakamura, M. (2005),

"Simultaneous Perturbation Learning Rule for Recurrent Neural Networks and Its FPGA Implementation,"

IEEE Transactions on Neural Networks, vol. 16(6), pp. 1664–1672 (hardware implementation in field-programmable gate array [FPGA]).

Top

Maeda Y. and Yoshida T. (1999),

"An Active Noise Control Without Estimation of Secondary-Path-ANC Using Simultaneous Perturbation,"
Proceedings of the International Symposium on Active Control of Sound and Vibration (ACTIVE '99), 2-4 December 1999, Ft. Lauderdale, FL, pp. 985-994 (active noise control scheme).
Top

Maeda, Y., Hirano, H., and Kanata, Y. (1995),

"A Learning Rule of Neural Networks via Simultaneous Perturbation and its Hardware Implementation,"
Neural Networks, vol. 8, pp. 251-259 (pattern recognition).
Top

Maeda, Y. and De Figueiredo, R.J.P. (1997),

"Learning Rules for Neuro-Controller via Simultaneous Perturbation,"
IEEE Transactions on Neural Networks, vol. 8, pp. 1119-1130 (use in neural network-based control with applications in robotics).
Top

Maeda, Y., Nakazawa, A., and Yakichi, K. (1999),

"Hardware Implementation of a Pulse Density Neural Network Using Simultaneous Perturbation Learning Rule,"
Analog Intergrated Circuits and Signal Processing, vol. 18, pp. 153-162 (neural network training via circuit design with gate operations).
Top

Martin, S., Morison, G., Nailon, W., and Durrani, T. (2004),

“Fast and Accurate Image Registration Using Tsallis Entropy and Simultaneous Perturbation Stochastic Approximation,”
Electronics Letters, vol. 40, pp. 595–597 (Tsallis measure of mutual information is combined with SPSA to register images).
Top

Maryak, J.L. (1997),

"Some Guidelines for Using Iterate Averaging in Stochastic Approximation,"
Proceedings of the IEEE Conference on Decision and Control, 10-12 December 1997, San Diego, CA, pp. 2287-2290 (exploration of iterate averaging for SPSA).
Top

Maryak, J.L., and Chin, D.C. (2001),

"Global Random Optimization by Simultaneous Perturbation Stochastic Approximation,"
Proceedings of the American Control Conference, 25-27 June 2001, Arlington, VA, pp. 756-762 (discusses use of SPSA for global search with and without the use of additional injected noise).
Top

[New listing] Maryak, J.L., and Chin, D.C. (2008),

"Global Random Optimization by Simultaneous Perturbation Stochastic Approximation,"
IEEE Transactions on Automatic Control, vol. 53, pp. 780-783 (updated version of above ACC 2001 paper on SPSA for global search with and without the use of additional injected noise).
Top

Maryak, J.L. and Spall, J.C. (2005),

"Simultaneous Perturbation Optimization for Efficient Image Restoration,"
IEEE Transactions on Aerospace and Electronic Systems, vol. 41, pp. 356-361 (application in recovering an image from a degraded version of image).
Top

Maryak, J.L., Smith, R.H., and Winslow, R.L. (1998),

"Modeling Cardiac Ion Channel Conductivity: Model Fitting Via Simulation,"
Proceedings of the Winter Simulation Conference (D.J. Medeiros and E.F. Watson, eds.), pp. 1587-1590 (biomedical application involving model fitting; includes comparison with simulated annealing).
Top

[New listing] Merhof, D., Soza, G., Stadlbauer, A., Greiner, G., and Nimsky, C. (2007),

"Correction of Susceptibility Artifacts in Diffusion Tensor Data Using Non-Linear Registration,"

Medical Image Analysis, vol. 11(6), pp. 588-603 (surgical application in image registration to localize major white matter tracts within the human brain; aim to achieve an optimal resection while avoiding post-operative neurological deficits).

Top

[New listing] Mishra, V., Bhatnagar, S., and Hemachandra, N. (2007),

"Discrete Parameter Simulation Optimization Algorithms with Applications to Admission Control with Dependent Service Times,"

Proceedings of the 46th IEEE Conference on Decision and Control, 12-14 December 2007, New Orleans, LA, USA, pp. 2986-2991 (paper ThPI25.4) (comparisons with smoothed functional technique in particular queuing problem with discrete parameter space).

Top

Mostaghimi, M. (1997),

"Modeling Monetary Policy Using SPSA-Based Neural Networks,"
Proceedings of the IEEE Conference on Decision and Control, 10-12 December 1997, San Diego, CA, pp. 492-497 (application in determining macroeconomic policy).
Top

Nandi, S., Ghosh, S., Tambe, S.S., and Kulkarni, B.D. (2001),

"Artificial Neural-Network-Assisted Stochastic Process Optimization Strategies,"
AIChE Journal, vol. 47, pp. 126-141 (process control application; comparisons with genetic algorithms).
Top

Nechyba, M.C. and Xu, Y. (1997),

"Human-Control Strategy: Abstraction, Verification, and Replication,"
IEEE Control Systems Magazine, vol. 17(5), pp. 48-61 (controllers involving human-machine interaction).
Top

[New listing] Ni, J. and Song, Q. (2006),

"Dynamic Pruning Algorithm for Multilayer Perceptron-Based Neural Control Systems,"

Neurocomputing, vol. 69, pp. 2097–2111 (use of adaptive SPSA in neural network training).

Top

[New listing] Nicolai, R.P. and Koning, A.J. (2006),

"A General Framework for Statistical Inference on Discrete Event Systems,"

Technical Report EI 2006-45, Econometric Institute, Erasmus University Rotterdam, The Netherlands (common random numbers for parameter estimation in discrete event systems).

Top

[New listing] Ninan, B.M. (2004),

"Resource Pricing for Connection-Oriented Networks,"

Ph.D. dissertation, North Carolina State University, Operations Research Program, Raleigh, NC (revenue maximization for network pricing).

Top

[New listing] Ning, Y., Tang, W., and Guo, C. (2008),

"Simultaneous Perturbation Stochastic Approximation Algorithm Combined with Neural Network and Fuzzy Simulation,"

Transactions of Tianjin University, vol. 14(1), pp. 43–49 (SPSA for solving three kinds of fuzzy programming models: fuzzy expected value model, fuzzy chance-constrained programming model, and fuzzy dependent-chance programming model).

Top

Nusawardhana, N. and Zak, S.H. (2004),

"Simultaneous Perturbation Extremum Seeking Method for Dynamic Optimization Problem,"
Proceedings of the American Control Conference, 29 June–2 July 2004, Boston, MA, pp. 2805–2810 (application to control problems; includes convergence theory).
Top

[New listing] Ozguven, E.E. and Ozbay, K (2008),

"Performance Evaluation of Simultaneous Perturbation Stochastic Approximation Algorithm for Solving Stochastic Transportation Network Analysis Problems,"

Transportation Research Board Annual Meeting paper no. 08-2195 (also accepted for publication in the Transportation Research Record) (comparison of performance of method of successive averages and SPSA for solving traffic assignment problem with varying levels of randomness on a small network).

Top

Palumbo, N.F., Reardon, B.E., and Blauwkamp, R.A. (2004),

"Integrated Guidance and Control for Homing Missiles,"
Johns Hopkins APL Technical Digest, vol. 25, pp. 121–139 (estimation of parameters in a guidance and control model).
Top

Patan, K. and Parisini, T. (2002),

"Stochastic Learning Methods for Dynamic Neural Networks,"
Proceedings of the American Control Conference, 8-10 May 2002, Anchorage, AK, pp. 2577-2582 (comparisons of methods based on simulated and real data).
Top

[New listing] Popovic, D., Jankovic, M., Magner, S., and Teel A.R. (2006),

"Extremum Seeking Methods for Optimization of Variable Cam Timing Engine Operation,"

IEEE Transactions on Control Systems Technology, vol. 14(3), pp. 398-407 (automotive application where common Bernoulli perturbation distribution is modified to satisfy persistent excitation condition in control).

Top

[New listing] Poyiadjis, G., Singh, S.S., and Doucet, A. (2006),

"Gradient-free Maximum Likelihood Parameter Estimation with Particle Filters,"

Proceedings of the American Control Conference, 14-16 June 2006, Minneapolis, MN, pp. 3052–3067 (paper ThB08.2) (on-line estimation of parameters in nonlinear/non-Gaussian state-space models with particle filters).

Top

Ramanathan, S.P., Mukherjee, S., Dahule, R.K., Ghosh, S., Rahman, I., Tambe, S.S., Ravetkar, D.D., and Kulkarni, B.D. (2001),

"Optimization of Continuous Distillation Columns Using Stochastic Optimization Approaches,"
Transactions of the Institution of Chemical Engineers, vol. 79, pp. 310-322 (evaluation of SPSA and genetic algorithms in a process control problem).
Top

Reardon, B.E., Palumbo, N.F., and Casper, S.G. (2002),

"Simulation-Based Performance Optimization of Missile Guidance and Control Algorithms,"
11th Annual AIAA/MDA Technology Conference and Exhibit, 29 July-2 August 2002, Williamsburg, VA (design of algorithms under constraints; distribution restricted to U.S. government agencies).
Top

Renotte, C., Vande Wouwer, A., and Remy, M. (2000),

"Neural Modeling and Control of a Heat Exchanger Based on SPSA Techniques,"
Proceedings of the American Control Conference, 28-30 June 2000, Chicago, IL, pp. 3299-3303 (control application).
Top

Rezayat, F. (1995),

"On the Use of an SPSA-based Model-Free Controller in Quality Improvement,"
Automatica, vol. 31, pp. 913-915 (operations design and process quality control).
Top

Rezayat, F. (1999),

"Constrained SPSA Controller for Operations Processes,"
IEEE Transactions on Systems, Man, and Cybernetics — A, vol. 29, pp. 645-649 (applies penalty functions to implement constrained SPSA controller in business application of quality improvement).
Top

Sadegh, P. (1997),

"Constrained Optimization via Stochastic Approximation with a Simultaneous Perturbation Gradient Approximation,"
Automatica, vol. 33, pp. 889-892 (constrained optimization via Kuhn-Tucker considerations).
Top

Sadegh, P. and Spall, J.C. (1997),

"Optimal Random Perturbations for Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation,"
Proceedings of the American Control Conference, 4-6 June 1997, Albuquerque, NM, pp. 3582-3586 (guidelines for optimally choosing the distribution of the simultaneous perturbation vector).
Top

Sadegh, P. and Spall, J.C. (1998),

"Optimal Sensor Configuration for Complex Systems,"
Proceedings of the American Control Conference, 24-26 June 1998, Philadelphia, PA, pp. 3575-3579 (locating and adjusting sensors for maximizing useful information about an object or process).
Top

[New listing] Schwartz, J.D. and Rivera, D.E. (2006),

"Simulation-Based Optimal Tuning of Model Predictive Control Policies for Supply Chain Management using Simultaneous Perturbation Stochastic Approximation,"

Proceedings of the American Control Conference, 14-16 June 2006, Minneapolis, MN, pp. 556-561 (paper WeA16.4) (model-predictive control as the basis for inventory management policy for supply chains).

Top

Schwartz, J.D., Rivera, D.E., and Kempf, K.G. (2005),

“Towards Control-Relevant Forecasting in Supply Chain Management,”
Proceedings of the American Control Conference, 8–10 June 2005, Portland, OR, pp. 202–207 (application to building controller to compensate for demand forecast error in a manufacturing supply chain).
Top

[New listing] Schwartz, J.D., Wang, W., and Rivera, D.E. (2006),

"Simulation-Based Optimization of Process Control Policies for Inventory Management in Supply Chains,"

Automatica, vol. 42(8), pp. 1311-1320 (optimal control applications to management science).

Top

Sethares, W.A. (2002),

"Real-Time Adaptive Tunings Using MAX,"
Journal of New Music Research, vol. 31, pp. 347–355 (adaptive tuning algorithm to change the pitch of musical notes in real time).
Top

[New listing] Shara, N.M. and Flournoy, N. (2006),

"Multivariate Optimizing Up-and-Down Designs,"

Paper presented at Georgetown University, Lombardi Comprehensive Cancer Center, Washington, DC, 15 September 2006 (determining optimal doses for multiple drugs).

Top

Song, J., Xu, Y., Yam, Y., and Nechyba, M.C. (1998),

"Optimization of Human Control Strategy with Simultaneously Perturbed Stochastic Approximation,"
Proceedings of the IEEE Conference on Intelligent Robots and Systems, Part 2, pp. 983-988 (controllers involving human-machine interaction).
Top

Song, Q., Spall, J.C., and Soh, Y.C. (2003),

"Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation,"
Proceedings of the IEEE Conference on Decision and Control, 9-12 December 2003, Maui, Hawaii, pp. 6194-6199 (model-free controller with guaranteed stability in closed loop).
Top

[New listing] Song, Q., Spall, J.C., and Soh, Y.C. (2008),

"Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation,"

IEEE Transactions on Neural Networks, vol. 19(5), pp. 817-835 (conic sector theory and SPSA to establish robust neural control system for nonlinear systems).

Top

Spall, J.C. (1987),

"A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates,"
Proceedings of the American Control Conference, 10-12 June 1987, Minneapolis, MN, pp. 1161-1167 (early paper on SPSA).
Top

Spall, J.C. (1992),

"Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation,"
IEEE Transactions on Automatic Control, vol. 37, pp. 332-341 (core paper on theoretical and numerical properties).
Top

Spall, J.C. (1994),

"Developments in Stochastic Optimization Algorithms with Gradient Approximations Based on Function Measurements,"
Proceedings of the Winter Simulation Conference (J.D. Tew, M.S. Manivannan, D.A. Sadowski, and A.F. Seila, eds.) pp. 207-214 (review of several approaches in gradient-free setting).
Top

Spall, J.C. (1997),

"A One-Measurement Form of Simultaneous Perturbation Stochastic Approximation,"
Automatica, vol. 33, pp. 109-112 (uses gradient estimate based on only one function measurement with potential applications with time-varying loss functions).
Top

Spall, J.C. (1998),

"Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization,"
IEEE Transactions on Aerospace and Electronic Systems, vol. 34, pp. 817-823 (guidelines for practical implementation and choice of gain coefficients).
Top

Spall, J.C. (1998),

"An Overview of the Simultaneous Perturbation Method for Efficient Optimization,"
Johns Hopkins APL Technical Digest, vol. 19, pp. 482-492 (survey paper on SPSA).
Top

Spall, J.C. (2000),

"Adaptive Stochastic Approximation by the Simultaneous Perturbation Method,"
IEEE Transactions on Automatic Control, vol. 45, pp. 1839-1853 (gradient-free and gradient-based methods for obtaining near-optimal or optimal convergence rates via stochastic analogues to deterministic Newton-Raphson algorithm; Hessian matrix estimation).
Top

Spall, J.C. (2005),

"Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings,"
Journal of Computational and Graphical Statistics (American Statistical Assoc.), vol. 14(4), pp. 889-909 (use of simultaneous perturbation-based Hessian estimation for easy calculation of the Fisher information matrix [as appears, e.g., in Cramér-Rao bound] in general nonlinear problems, including analysis of antithetic random numbers).
Top

[New listing] Spall, J.C. (2006),

"Convergence Analysis for Feedback- and Weighting-Based Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm,"

Proceedings of the IEEE Conference on Decision and Control, 13-15 December 2006, San Diego, California, pp. 5669-5674 (paper FrB13.2) (method for improving the Jacobian [or Hessian] estimate in the adaptive SPSA method).

Top

[New listing] Spall, J.C. (2008),

"Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm,"

IEEE Transactions on Automatic Control, to appear (expected in vol. 54, 2009) (complete version of CDC ‘06 paper above, including more complete treatment of theory and numerical study; available upon request).

Top

Spall, J.C and Chin, D.C. (1997),

"Traffic-Responsive Signal Timing for System-Wide Traffic Control,"
Transportation Research—C, vol. 5, pp. 153-163 (use in building signal-timing control algorithm for traffic network).
Top

Spall, J.C. and Cristion, J.A. (1994),

"Nonlinear Adaptive Control Using Neural Networks: Estimation With a Smoothed Form of Simultaneous Perturbation Gradient Approximation,"
Statistica Sinica, vol. 4, pp. 1- 27 (adaptive control and "smoothed" gradient approximation).
Top

Spall, J.C. and Cristion, J.A. (1997),

"A Neural Network Controller for Systems with Unmodeled Dynamics with Applications to Wastewater Treatment,"
IEEE Transactions on Systems, Man, and Cybernetics—B, vol. 27, pp. 369- 375 (control application and neural network training).
Top

Spall, J.C. and Cristion, J.A. (1998),

"Model-Free Control of Nonlinear Stochastic Systems with Discrete-Time Measurements,"
IEEE Transactions on Automatic Control, vol. 43, pp. 1198-1210 (establishes formal convergence of SPSA-based controller; also illustrates numerical properties).
Top

Spall, J.C., Hill, S.D., and Stark, D.R. (2006),

"Theoretical Framework for Comparing Several Stochastic Optimization Approaches,"
in Probabilistic and Randomized Methods for Design under Uncertainty (G. Calafiore and F. Dabbene, eds.), Springer, Berlin, Chapter 3 (some comparative theoretical insight into random search, SPSA, simulated annealing, and evolution strategies).
Top

[New listing] Srinivasan, D., Choy, M.C., and Cheu, R.L. (2006),

"Neural Networks for Real-Time Traffic Signal Control,"

IEEE Transactions on Intelligent Transportation Systems, vol. 7(3), pp. 261-272 (distributed multiagent control for urban traffic management and signal timing).

Top

Sun, C., Hirata, A., Ohira, T., Karmakar, N.C. (2004),

"Fast Beamforming of Electronically Steerable Parasitic Array Radiator Antennas: Theory and Experiment,"
IEEE Transactions on Antennas and Propagation, vol. 52(7), pp. 1819–1832 (optimal beamforming in antenna design).
Top

Tayong, H., Beasley, A., Cole-Rhodes, A., and Cooper, A.B. (2002),

"Adaptive Optimization of a Parametric Receiver for Fast Frequency-Hopping,"
36th Annual Conference on Information Sciences and Systems, 20-22 March 2002, Princeton, NJ, paper no. 180 (CD-ROM Proceedings) (signal processing application).
Top

Thangavel, P. and Kathirvalavakumar, T. (2003),

"Simultaneous Perturbation for Single Hidden Layer Networks—Cascade Learning,"
Neurocomputing, vol. 50, pp. 193–209 (training in single layer neural networks).
Top

Ting, C.-J. and Schonfeld, P. (1998),

"Optimization through Simulation of Waterway Transportation Investments,"
Transportation Research Record, no. 1620, pp. 11- 16 (example of simulation-based optimization for long-term planning of waterway network capacity).
Top

[New listing] Vakhitov, A.T., Granichin, O.N., and Sysoev, S.S. (2006),

"A Randomized Stochastic Optimization Algorithm: Its Estimation Accuracy,"

Automation and Remote Control, vol. 67(4), pp. 589-597 (possible SPSA implementation in quantum computing).

Top

Vande Wouwer, A. and Renotte, C. (2003),

"Stochastic Approximation Techniques Applied to Parameter Estimation in a Biological Model,"
Proceedings of the IEEE Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, Lviv, Ukraine, 9-11 September 2003 (nonlinear system identification for biological models).
Top

Vande Wouwer, A., Renotte, C., and Remy, M. (1999),

"On the Use of Simultaneous Perturbation Stochastic Approximation for Neural Network Training,"
Proceedings of the American Control Conference, 2-4 June 1999, San Diego, CA, pp. 388-392 (experiments with first- and second-order SPSA).
Top

Vande Wouwer, A., Renotte, C., and Remy, M. (2003),

"Application of Stochastic Approximation Techniques in Neural Modelling and Control,"
International Journal of Systems Science, vol. 34, pp. 851–863 (modifications of basic algorithm for use in neural network training).
Top

Vande Wouwer, A., Renotte, C., Bogaerts, Ph., and Remy, M. (2001),

"Application of SPSA Techniques in Nonlinear System Identification,"
European Control Conference, 4-7 September 2001, Porto, Portugal (SPSA for control of bioprocesses).
Top

[New listing] Vande Wouwer, A., Renotte, C., and Bogaerts, P.H. (2006),

"A Short Note on SPSA Techniques and Their use in Nonlinear Bioprocess Identification,"

Mathematical and Computer Modelling of Dynamical Systems, vol.12(5), pp. 415–422 (considers use of adaptive gain sequences, illustrating approach in context of a bioprocess model describing the evolution of batch animal cell cultures).

Top

Vitsentiy, V. (2002),

"Improvement of Human-Machine Interaction with Applications to Information Retrieval System,"
Proceedings of the First International IEEE Symposium on Intelligent Systems, 10-12 September 2002, Varna, Bulgaria (adaptive control involving human-machine interaction).
Top

Vorontsov, M.A., Carhart, G.W., Cohen, M., and Cauwenberghs, G. (2000),

"Adaptive Optics Based on Analog Parallel Stochastic Optimization: Analysis and Experimental Demonstration,"
Journal of the Optical Society of America A, vol. 17, pp. 1440-1453 (application in adaptive optical-based control system).
Top

[New listing] Vorontsov, M.A. and Carhart, G.W. (2006),

"Adaptive Wavefront Control with Asynchronous Stochastic Parallel Gradient Descent Clusters,"

Journal of the Optical Society of America A, vol. 23(10), pp. 2613–2622 (shows that division of controls into asynchronous clusters improves the system performance in an adaptive optics system).

Top

Wang, I.-J. and Chong, E.K.P. (1996),

"A Deterministic Analysis of Simultaneous Perturbation Stochastic Approximation,"
Proceedings of the 30th Conference on Information Sciences and Systems, pp. 918-922 (convergence analysis via deterministic methods).
Top

Wang, I.-J. and Chong, E.K.P. (1998),

"A Deterministic Analysis of Stochastic Approximation with Randomized Directions,"
IEEE Transactions on Automatic Control, vol. 43, pp. 1745-1749 (convergence analysis of SPSA and random directions SA via deterministic methods).
Top

Wang, I.-J. and Spall, J.C. (2003),

"Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions,"
Proceedings of the IEEE Conference on Decision and Control, 9-12 December 2003, Maui, Hawaii, pp. 3808-3813 (method for handling general constraints; includes convergence and asymptotic distribution theory).
Top

[New listing] Wang, I.-J. and Spall, J.C. (2008),

"Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions,"

International Journal of Control, vol. 81(8), pp. 1232-1238 (updated version of above 2003 CDC paper; method for handling general constraints; includes convergence analysis, asymptotic distribution theory, and numerical example).

Top

Webster, T.M. (1988),

"Some Experience with Stochastic Approximation Algorithms in Large-Scale Systems,"
Proceedings of the American Statistical Association, Statistical Computing Section, August 1988, New Orleans, LA, pp. 181-186 (some early numerical experiments).
Top

Weyrauch, T. and Vorontsov, M.A. (2002),

"Dynamic Wave-Front Distortion Compensation with a 134-Control-Channel Submillisecond Adaptive System,"
Optics Letters, vol. 27, pp. 751-753 (application in adaptive optics system).
Top

Whitney, J.E. and Hill, S.D. (2001),

"Constrained Optimization Over Discrete Sets via SPSA with Application to Non-Separable Resource Allocation,"
Proceedings of the Winter Simulation Conference, 9-12 December 2001, Arlington, VA, pp. 313-317 (application of SPSA in discrete optimization).
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Whitney, J.E., Duncan, K., Richardson, M., and Bankman, I. (2000),

"Parameter Estimation in a Highly Nonlinear Model Using Simultaneous Perturbation Stochastic Approximation,"
Communications in Statistics—Theory and Methods, vol. 29, pp. 1247-1256 (use of first- and second-order SPSA in a physical model).
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Xing, X.Q. and Damodaran, M. (2002),

"Assessment of Simultaneous Perturbation Stochastic Approximation Method for Wing Design Optimization,"
Journal of Aircraft (AIAA), vol. 39, pp. 379-381 (comparison with simulated annealing and genetic algorithms on an aircraft design problem).
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Xing, X.Q. and Damodaran, M. (2005),

"Application of Simultaneous Perturbation Stochastic Approximation Method for Aerodynamic Shape Design Optimization,"
AIAA Journal, vol. 43, pp. 284–294 (SPSA is compared with simulated annealing for a class of aerodynamic design optimization problems).
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Xing, X.Q and Damodaran, M. (2005),

"Inverse Design of Transonic Airfoils Using Parallel Simultaneous Perturbation Stochastic Approximation,"
Journal of Aircraft (AIAA), vol. 42(2), pp. 568–570 (a parallel version of SPSA to deal with inverse airfoil design problem).
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Xiong, X., Wang, I.-J. and Fu, M.C. (2002),

"An Asymptotic Analysis of Stochastic Approximation with Deterministic Perturbation Sequences,"
Proceedings of the Winter Simulation Conference, 8-11 December 2002, San Diego, CA, pp. 285-291 (use of deterministic—vs. random—perturbation vectors).
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Xu, Y., Song, J., Nechyba, M.C., Yam, Y. (2002),

"Performance Evaluation and Optimization of Human Control Strategy," Robotics and Autonomous Systems, vol. 39(1), pp. 19-36 (controllers involving human-machine interaction).
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Yakovlev, V. and Tempea, G. (2002),

"Optimization of Chirped Mirrors,"
Applied Optics—LP, vol. 41, pp. 6514-6520 (optimization for the design of dielectric multilayer mirrors).
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[New listing] Yang, J.S. (2004),

"Traffic Signal Timing Control for a Small-Scale Road Network,"

Proceedings of the 6th IASTED International Conference on Control and Applications, 1-3 March 2004, Marina Del Rey (Los Angeles), California, USA, pp. 117-122 (paper 441-048) (pilot study of the development and evaluation of a traffic signal timing control for a small scale road network in downtown Duluth, Minnesota).

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[New listing] Yang, J.S. (2008),

"An Optimization-Based Approach to Special-Events Traffic Signal Timing Control,"

Control and Intelligent Systems, vol. 36(2), paper no. 201-1690 (SPSA and neural nets for signal control in the face of a sudden traffic surge immediately after special events such as conventions, sporting events, or concerts).

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Yin, G., Zhang, Q., Yan, H.M., and Boukas, E.K. (2001),

"Random Direction Optimization Algorithms with Applications to Threshold Controls,"
Journal of Optimization Theory and Applications, vol. 110, pp. 211-233 (application in a constrained optimal control problem).
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[New listing] Yuan. Q.H. (2008),

"A Model Free Automatic Tuning Method for a Restricted Structured Controller by Using Simultaneous Perturbation Stochastic Approximation (SPSA),"

Proceedings of the American Control Conference, 11-13 June 2008, Seattle, Washington, USA, pp. 1539-1545 (paper WeC09.5) (automatic tuning of PID controllers, with example in electro-hydraulic valve).

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[New listing] Zein, S., Canot, E., Erhel, J., and Nassif, N. (2008),

"Determination of the Mechanical Properties of a Solid Elastic Medium from a Seismic Wave Propagation Using Two Statistical Estimators,"

Mathematics and Mechanics of Solids, vol. 13(5), pp. 388-407 (estimation of mechanical parameters for inverse problem consisting in the determination of the mechanical properties of a layered solid elastic medium in contact with a fluid medium; comparison with MCMC).

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[New listing] Zhang, J., Zhao, R., and Tang, W. (2008),

"Fuzzy Age-Dependent Replacement Policy and SPSA Algorithm Based on Fuzzy Simulation,"

Information Sciences: An International Journal, vol. 178(2), pp. 573-583 (estimation for problem of age-dependent replacement policy in maintenance using a fuzzy simulation technique to estimate the expected value of the objective function).

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Zhu, X. (2001),

"Matrix Conditioning and Adaptive Simultaneous Perturbation Stochastic Approximation Method,"
Proceedings of the American Control Conference, 25-27 June 2001, Arlington, VA, pp. 1389-1395 (modified form of adaptive ["second-order"] SPSA).
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Zhu, X. and Spall, J.C. (2002),

"A Modified Second-Order SPSA Optimization Algorithm for Finite Samples,"

International Journal of Adaptive Control and Signal Processing, vol. 16, pp. 397-409 (modified form of adaptive [“second-order”] SPSA).
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