Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ (Q3978271)

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Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
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    Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ (English)
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    25 June 1992
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    Gaussian noise
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    diffusion process
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    Wiener process
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    global optimization
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    random optimization
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    simulated annealing
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    stochastic gradient algorithms
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    diffusions
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    convergence in probability
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    global minimum
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