An analytical framework for consensus-based global optimization method

DOI10.1142/S0218202518500276zbMath1397.35311arXiv1602.00220OpenAlexW2963356890MaRDI QIDQ4569644

Claudia Totzeck, Young-Pil Choi, Oliver Tse, José Antonio Carrillo

Publication date: 27 June 2018

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.00220

zbMATH Keywords

global optimization stochastic dynamics mean-field limit opinion dynamics agent-based models consensus formation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamical systems in optimization and economics (37N40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heterogeneous agent models (91B69) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

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