Introduction to stochastic search and optimization: estimation, simulation, and control JC Spall John Wiley & Sons, 2005 | 3628 | 2005 |
Multivariate stochastic approximation using a simultaneous perturbation gradient approximation JC Spall IEEE transactions on automatic control 37 (3), 332-341, 1992 | 2893 | 1992 |
Implementation of the simultaneous perturbation algorithm for stochastic optimization JC Spall IEEE Transactions on aerospace and electronic systems 34 (3), 817-823, 1998 | 1006 | 1998 |
An overview of the simultaneous perturbation method for efficient optimization JC Spall Johns Hopkins apl technical digest 19 (4), 482-492, 1998 | 805 | 1998 |
Adaptive stochastic approximation by the simultaneous perturbation method JC Spall IEEE transactions on automatic control 45 (10), 1839-1853, 2000 | 602 | 2000 |
A one-measurement form of simultaneous perturbation stochastic approximation JC Spall Automatica 33 (1), 109-112, 1997 | 333 | 1997 |
Model-free control of nonlinear stochastic systems with discrete-time measurements JC Spall, JA Cristion IEEE transactions on automatic control 43 (9), 1198-1210, 1998 | 308 | 1998 |
A stochastic approximation technique for generating maximum likelihood parameter estimates JC Spall 1987 American control conference, 1161-1167, 1987 | 238 | 1987 |
Traffic-responsive signal timing for system-wide traffic control JC Spall, DC Chin Transportation Research Part C: Emerging Technologies 5 (3-4), 153-163, 1997 | 223 | 1997 |
Estimation via markov chain monte carlo JC Spall IEEE Control Systems Magazine 23 (2), 34-45, 2003 | 211 | 2003 |
TECHNICAL NOTES AND CORRESPONDENCE-Optimal Random Perturbations for Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation P Sadegh, JC Spall IEEE Transactions on Automatic Control 43 (10), 1480-1483, 1998 | 189* | 1998 |
Stochastic optimization JC Spall Handbook of computational statistics: Concepts and methods, 173-201, 2012 | 171 | 2012 |
Simulation-based optimization with stochastic approximation using common random numbers NL Kleinman, JC Spall, DQ Naiman Management Science 45 (11), 1570-1578, 1999 | 126 | 1999 |
Nonlinear adaptive control using neural networks: Estimation with a smoothed form of simultaneous perturbation gradient approximation JC Spall, JA Cristion Statistica Sinica 4 (1), 1–27, 1994 | 122 | 1994 |
Bayesian analysis of time series and dynamic models JC Spall (No Title), 1988 | 114 | 1988 |
A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting JC Spall Proceedings of the 27th IEEE Conference on Decision and Control, 1544-1548, 1988 | 111 | 1988 |
Monte Carlo computation of the Fisher information matrix in nonstandard settings JC Spall Journal of Computational and Graphical Statistics 14 (4), 889-909, 2005 | 105 | 2005 |
Asymptotic sampling distribution for polynomial chaos representation from data: a maximum entropy and fisher information approach S Das, R Ghanem, JC Spall SIAM Journal on Scientific Computing 30 (5), 2207-2234, 2008 | 101 | 2008 |
Feedback and weighting mechanisms for improving Jacobian estimates in the adaptive simultaneous perturbation algorithm JC Spall IEEE Transactions on Automatic Control 54 (6), 1216-1229, 2009 | 100 | 2009 |
A neural network controller for systems with unmodeled dynamics with applications to wastewater treatment JC Spall, JA Cristion IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics) 27 …, 1997 | 100 | 1997 |