Optimization of stochastic systems

Simulation and the Monte Carlo Method

2016 • 3,102 citations

Stochastic Approximation Methods for Constrained and Unconstrained Systems

1978 • 1,483 citations

Asymptotic Distribution of Stochastic Approximation Procedures

1958 • 361 citations

Stochastic approximation for Monte Carlo optimization (1986)

1986 • 109 citations

Infinitesimal perturbation analysis of discrete event dynamic systems: A general theory

1983 • 52 citations

Predictor-Corrector and Simplicial Methods for Approximating Fixed Points and Zero Points of Nonlinear Mappings

1983 • 36 citations

Comparsion of perturbation analysis with conventional sensitivity estimates for regenerative stochastic systems

1985 • 5 citations

Deleted Work

1955 • 0 citations