Expected number of steps of a random optimization method
From MaRDI portal
Publication:5905037
DOI10.1007/BF00934526zbMath0479.93078WikidataQ56137799 ScholiaQ56137799MaRDI QIDQ5905037
Publication date: 1983
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
stopping timeuniform distributionalmost sure convergenceexpected valuerandom optimization methodsconstrained nonlinear minimization problem
Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
