Controlled Random Search Under Uncertainty

Kurt Marti
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Kurt Marti: University of Bundeswehr Munich

Chapter Chapter 7 in Optimization Under Stochastic Uncertainty, 2020, pp 139-150 from Springer

Abstract: Abstract In order to increase the rate of convergence Convergence rate of the basic search method ( 6.2a ), according to Sect. 6.3 we consider the following procedure (Marti, Math Meth Oper Res 36:223–234 (1979); Marti, ZAMM 60:357–359 (1980); Marti, Controlled Random Search Procedures For Global Optimization. Lecture Notes in Control and Information Sciences, vol. 81, pp. 457–474. Springer, Berlin (1986)). Based on the basic random search method ( 6.2a ), by means of the definitions (I)–(III) we describe first an (infinite-stage) sequential stochastic decision process associated with ( 6.2a ).

Date: 2020
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DOI: 10.1007/978-3-030-55662-4_7

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