A perturbed martingale approach to global optimization

DOI10.1016/j.physleta.2014.07.044zbMath1298.60053WikidataQ60585146 ScholiaQ60585146MaRDI QIDQ468044

Ram Mohan Vasu, Debasish Roy, Saikat Sarkar

Publication date: 5 November 2014

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2014.07.044

zbMATH Keywords

chaotic dynamics; random perturbations; martingale problem; gain-like additive updates; local and global extremization

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C15: Stochastic programming

34C15: Nonlinear oscillations and coupled oscillators for ordinary differential equations

60G46: Martingales and classical analysis

Related Items

Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parameter estimation for chaotic systems with a Drift Particle Swarm Optimization method
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
• Dynamical equations for optimal nonlinear filtering
• Random Perturbations of Dynamical Systems
• Stochastic Tunneling Approach for Global Minimization of Complex Potential Energy Landscapes
• YET ANOTHER CHAOTIC ATTRACTOR
• Deterministic Nonperiodic Flow
• A NEW CHAOTIC ATTRACTOR COINED
• Handbook of metaheuristics
• Stochastic differential equations. An introduction with applications.