Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem.

Alexandre Adrien Chotard Anne Auger Nikolaus Hansen

Published in: CoRR (2014)

Keyphrases

markov chain
evolution strategy
monte carlo
monte carlo simulation
random walk
transition probabilities
markov process
steady state
monte carlo method
genetic algorithm
state space
stationary distribution
reinforcement learning
optimization methods