Abstract
We present a general method how to prove convergence of a sequence of random variables generated by a nonautonomous scheme of the form X t =T t (X t−1,Y t ), where Y t represents randomness, used as an approximation of the set of solutions of the global optimization problem with a continuous cost function. We show some of its applications.
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Communicated by A. Stuart.
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Open Access This is an open access article distributed under the terms of the Creative Commons Attribution Noncommercial License (https://creativecommons.org/licenses/by-nc/2.0), which permits any noncommercial use, distribution, and reproduction in any medium, provided the original author(s) and source are credited.
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Ombach, J., Tarłowski, D. Nonautonomous Stochastic Search in Global Optimization. J Nonlinear Sci 22, 169–185 (2012). https://doi.org/10.1007/s00332-011-9112-3
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DOI: https://doi.org/10.1007/s00332-011-9112-3