On the rate of convergence of one inhomogeneous Markov algorithm of search for extremum |
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Authors: | A. S. Tikhomirov |
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Affiliation: | 1.Novgorod State University,Novgorod,Russia |
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Abstract: | The paper is concerned with theoretical study of the rate of convergence of one inhomogeneous Markov random algorithm of search for extremum. Methods of random search have value in solving involved optimization problems. However, there are only few theoretical results concerning the rate of convergence of these algorithms. |
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