A stochastic algorithm for extremum search, optimal in one step

DOI10.1016/0041-5553(81)90147-6zbMath0498.90072OpenAlexW2031725628MaRDI QIDQ5905303

Aleksei G. Sukharev

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0041-5553(81)90147-6

zbMATH Keywords

global optimizationminimax problemsoptimal strategiesworst-case analysisone step optimal stochastic algorithmseries of games on the unit square

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Applications of game theory (91A80) Existence of solutions for minimax problems (49J35)

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