Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ (Q3978271)
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English | Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ |
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Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ (English)
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25 June 1992
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Gaussian noise
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diffusion process
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Wiener process
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global optimization
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random optimization
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simulated annealing
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stochastic gradient algorithms
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diffusions
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convergence in probability
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global minimum
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