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Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization.
Banban Shi
Ya Wang
Fuke Wu
Published in:
SIAM J. Control. Optim. (2022)
Keyphrases
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stochastic optimization
learning algorithm
k means
dynamic programming
convergence rate
simulated annealing
multistage
optimal solution
search space
scheduling problem
linear programming
particle swarm optimization
tabu search
network flow