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

MaRDI QIDQ2948367zbMATH OpenFDO

Authors Alexey Tikhomirov

Publication date 30 September 2015

zbMATH Keywords

global optimizationstochastic optimizationrandom searchestimate of convergence rate

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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