Recursion algorithms for search optimization in relative noise. I: Maximal possibilities

MaRDI QIDQ1101007zbMATH OpenFDO

Authors D. A. Murtazin, Alexander S. Poznyak

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

maximal possible asymptotic convergencesearch optimizationstochastic recursion optimization

Mathematics Subject Classification ID

Search theory (90B40)

Review text

We examine the problems of search optimization in noise whose intensity is functionally connected with the deviation from an unknown extremum. The maximal possibilities of stochastic recursion optimization algorithms relative to these problems are studied. We will analyze variants of these problems for which the order of the maximal possible asymptotic convergence can be evaluated explicitly for these algorithms.

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• Recurrent search optimization algorithms in the presence of relative noise. II: Optimal search procedures

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