Stochastic Optimization on Continuous Domains With Finite-Time Guarantees by Markov Chain Monte Carlo Methods.
Andrea Lecchini-VisintiniJohn LygerosJan M. MaciejowskiPublished in: IEEE Trans. Autom. Control. (2010)
Keyphrases
- stochastic optimization
- continuous domains
- markov chain monte carlo methods
- multistage
- evolutionary computation
- posterior distribution
- reinforcement learning
- evolution strategy
- conditional independence
- higher dimensional
- genetic algorithm
- robust optimization
- feature selection
- prior knowledge
- dimensionality reduction
- training set
- artificial intelligence