Lower bounds on the convergence rate of the Markov symmetric random search
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Publication:2839424
DOI10.1134/S0965542511090168zbMath1274.90477MaRDI QIDQ2839424
Publication date: 5 July 2013
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
49K45: Optimality conditions for problems involving randomness