Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0329055
Reference10 articles.
1. Stochastic Approximation Methods for Constrained and Unconstrained Systems
2. Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
3. Analysis of recursive stochastic algorithms
4. Diffusions for Global Optimization
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