A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics.
Eric BarthBenedict J. LeimkuhlerSebastian ReichPublished in: SIAM J. Sci. Comput. (1999)
Keyphrases
- step size
- convergence rate
- approximate dynamic programming
- convergence speed
- cost function
- temporal difference
- markov chain
- cellular automata
- faster convergence
- genetic algorithm
- hessian matrix
- monte carlo
- quasi newton
- dynamical systems
- global optimum
- search direction
- estimation error
- global optimization
- wavelet coefficients
- evolutionary algorithm
- objective function