XU, ZI; LI, YINGYING; ZHAO, XINGFANG - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 04, pp. 1450026-1
This paper proposes one new stochastic approximation algorithm for solving simulation-based optimization problems. It employs a weighted combination of two independent current noisy gradient measurements as the iterative direction. It can be regarded as a stochastic approximation algorithm with...