Complexity of non–adaptive optimization algorithms for a class of diffusions

DOI10.1080/15326349608807389zbMath0858.60071OpenAlexW2086841223MaRDI QIDQ4895645

James M. Calvin, Peter W. Glynn

Publication date: 14 October 1996

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807389

zbMATH Keywords

global optimizationdiffusion processesaverage-case complexity

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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