Stochastic Optimization on Continuous Domains With Finite-Time Guarantees by Markov Chain Monte Carlo Methods

DOI10.1109/TAC.2010.2078170zbMath1368.90121arXiv0906.1055OpenAlexW2135134548MaRDI QIDQ5347556

John Lygeros, Andrea Lecchini-Visintini, Jan M. Maciejowski

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.1055

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15)

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