On Random Search for a Global Extremum

DOI10.1137/1128008zbMath0556.49020OpenAlexW2082755683MaRDI QIDQ3219372

Anatoly A. Zhigljavsky, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128008

zbMATH Keywords

weak convergencerandom searchtransition function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Existence theories for problems in abstract spaces (49J27) Distribution theory (60E99) Statistical distribution theory (62E99) Numerical methods in optimal control (49M99)

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