A perturbed martingale approach to global optimization

DOI10.1016/J.PHYSLETA.2014.07.044zbMath1298.60053OpenAlexW2088280821WikidataQ60585146 ScholiaQ60585146MaRDI QIDQ468044

Ram Mohan Vasu, Debasish Roy, Saikat Sarkar

Publication date: 5 November 2014

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2014.07.044

zbMATH Keywords

chaotic dynamicsrandom perturbationsmartingale problemgain-like additive updateslocal and global extremization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Martingales and classical analysis (60G46)

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Cites Work

• Parameter estimation for chaotic systems with a Drift Particle Swarm Optimization method
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
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• Random Perturbations of Dynamical Systems
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• Deterministic Nonperiodic Flow
• A NEW CHAOTIC ATTRACTOR COINED
• Handbook of metaheuristics
• Stochastic differential equations. An introduction with applications.
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