Lower bounds on the convergence rate of the Markov symmetric random search

DOI10.1134/S0965542511090168zbMath1274.90477MaRDI QIDQ2839424

A. S. Tikhomirov

Publication date: 5 July 2013

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

global optimizationstochastic optimizationconvergence raterandom search

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

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