3 research outputs found
Statistical estimation in global random search algorithms in case of large dimensions
We study asymptotic properties of optimal statistical esti-
mators in global random search algorithms when the dimension of the
feasible domain is large. The results obtained can be helpful in deciding
what sample size is required for achieving a given accuracy of estimation
Stopping rules in k-adaptive global random search algorithms
Global random search, Global optimization, Extreme order statistics, Waiting times, k-th order statistic,