Rates of Convergence for Sequential Monte Carlo Optimization Methods

DOI10.1137/0316012zbMath0409.62078OpenAlexW2013866527MaRDI QIDQ4197234

Harold J. Kushner

Publication date: 1978

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0316012

zbMATH Keywords

Rates of ConvergenceWeak ConvergenceStochastic ApproximationLinear DiffusionSequential Monte Carlo Optimization Methods

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20) Diffusion processes (60J60) Sequential estimation (62L12)

Related Items (3)

Stochastic approximation with dependent noise ⋮ Stochastic approximation and the final value theorem ⋮ Unnamed Item

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