Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective
DOI10.1016/J.JMAA.2016.11.076zbMATH Open1351.93139OpenAlexW2559135677MaRDI QIDQ730239FDOQ730239
Publication date: 23 December 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.11.076
global optimizationglobal convergenceLyapunov function[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Foia%EF%BF%BD%EF%BF%BD+operator&go=Go Foia�� operator]inhomogeneous Markov process
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time control/observation systems (93C55) Lyapunov and storage functions (93D30) Stochastic systems in control theory (general) (93E03)
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Cited In (7)
- Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory
- Global convergence of the stochastic tâtonnement process
- Convergence of a random algorithm for function optimization
- On the convergence rate issues of general Markov search for global minimum
- On asymptotic convergence rate of random search
- On geometric convergence rate of Markov search towards the fat target
- On the convergence of global rational approximants for stochastic discrete event systems
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