Diffusion for Global Optimization in $\mathbb{R}^n $
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Publication:3759653
DOI10.1137/0325042zbMath0622.60093OpenAlexW2041898787MaRDI QIDQ3759653
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Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325042
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Existence theories in calculus of variations and optimal control (49J99)
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