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W.(2001)。Stochastic root finding via retrospective approximation algorithms。IIE Transactions,33,259-275。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Robbins, H.、Monro, S.(1951)。A Stochastic Approximation Method。The Annals of Mathematical Statistics,22,400-407。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Fu, M. C.(1994)。Optimization via Simulation: A Review。Annals of Operations Research,53,199-247。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Fu, M. C.、Hill, S. D.(1997)。Optimization of Discrete Event System via Simultaneous Perturbation。IIE Transactions,29,233-243。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Kiefer, J.、Wolfowitz, J.(1952)。Stochastic Estimation of the Maximum of a Regression Function。The Annals of Mathematical Statistics,23,462-466。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Spall, J. C.(1992)。Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation。IEEE Transactions on Automatic Control,37,332-341。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 會議論文1. | Andradóttir, S.(1991)。A Projected Stochastic Approximation Algorithm。The 1991 Winter Simulation Conference。Phoenix, Arizona:The Arizona Biltmore。954-957。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Fu, M. C.(2001)。Simulation Optimization。0。53-61。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Glynn, P. W.(1989)。Optimization of Stochastic Systems via Simulation。0。90-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 學位論文1. | Jin, Ji-Hong(1998)。Simulation-based Retrospective Optimization of Stochastic Systems,West Lafayette, IN。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Chen, H.(1994)。Stochastic root finding in system design,West Lafayette, IN。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Press, W. H.、Teukolsky, S. A.、Vetterling, W. T.、Flannery, B. P.(1997)。Numerical Recipes in C - The Art of Scientific Computing。Numerical Recipes in C - The Art of Scientific Computing。New York, NY:Cambridge University Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Himmelblau, David Mautner(1972)。Applied Nonlinear Programming。New York, NY:McGraw-Hill, Inc。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Dennis, J. E.、Schnabel, R. B.(1983)。Numerical methods for unconstrained optimization and nonlinear equations。Englewood Cliffs, NJ:Prentice-Hall。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Conte, S. D.、De Boor, C.(1980)。Elementary Numerical Analysis: An Algorithmic Approach。Elementary Numerical Analysis: An Algorithmic Approach。New York, NY。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Glasserman, P.(1991)。Gradient Estimation via Perturbation Analysis。Gradient Estimation via Perturbation Analysis。0。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Ho, Y. C.、Cao, X. R.(1991)。Discrete Event Dynamic Systems and Perturbation Analysis。Discrete Event Dynamic Systems and Perturbation Analysis。0。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Kushner, H.、Clark, D.(1978)。Stochastic Approximation Methods for Constrained and Unconstrained Systems。Stochastic Approximation Methods for Constrained and Unconstrained Systems。New York, NY。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Ljung, L.、Pflug, G.、Walk, H.(1992)。Stochastic Approximation and Optimization of Random Systems。Stochastic Approximation and Optimization of Random Systems。Berlin, Germany。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Rubinstein, R. Y.(1986)。Monte Carlo Optimization: Simulation and Sensitivity of Queueing Network。Monte Carlo Optimization: Simulation and Sensitivity of Queueing Network。New York, NY。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Wasan, M. T.(1969)。Stochastic Approximation。Stochastic Approximation。Cambridge, UK。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Chen, H.,Cheng, Y.(2005)。Nonnormality Effects on the Economic-Statistical Design of Xbar Charts with Weibull In-Control Time,0。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |