A perturbed martingale approach to global optimization
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Publication:468044
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
chaotic dynamics; random perturbations; martingale problem; gain-like additive updates; local and global extremization
90C26: Nonconvex programming, global optimization
90C15: Stochastic programming
34C15: Nonlinear oscillations and coupled oscillators for ordinary differential equations
60G46: Martingales and classical analysis
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