Lower bounds on the convergence rate of the Markov symmetric random search

DOI10.1134/S0965542511090168zbMath1274.90477MaRDI QIDQ2839424

A. S. Tikhomirov

Publication date: 5 July 2013

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

global optimization; stochastic optimization; convergence rate; random search

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

49K45: Optimality conditions for problems involving randomness