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Average case behavior of random search for the maximum - MaRDI portal

Average case behavior of random search for the maximum

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Publication:4364870

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DOI10.2307/3215090zbMath0891.60080OpenAlexW4253311003MaRDI QIDQ4364870

James M. Calvin, Peter W. Glynn

Publication date: 7 July 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215090

zbMATH Keywords

global optimization Brownian motion average complexity

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Brownian motion (60J65)

Related Items (1)

A statistical model for global optimization by means of select and clone

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