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

DOI10.1080/15326349608807389MaRDI QIDQ4895645zbMATH OpenOpenAlexFDO

Authors 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

average-case complexitydiffusion processesglobal optimization

Mathematics Subject Classification ID

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

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