Projects funded by the NCN
Convergence of Markov optimization processes
2013/09/N/ST1/04262
Keywords:
global optimization stochastic algorithm Lyapunov function supermartingales theory
Descriptors:
- ST1_17: Applied mathematics
- ST1_13: Probability and statistics
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Uniwersytet Jagielloński, Wydział Matematyki i Informatyki
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 5 - announced on 2013-03-15
Amount awarded: 45 240 PLN
Project start date (Y-m-d): 2014-05-06
Project end date (Y-m-d): 2016-09-05
Project duration:: 28 months (the same as in the proposal)
Project status: Project settled
Information in the final report
- Publication in academic press/journals (2)
- Book publications / chapters in book publications (1)
- Global Convergence of Discrete Time Inhomogeneous Markov Processes from Dynamical Systems PerspectiveAuthors:Dawid TarłowskiAcademic press:Journal of Mathematical Analysis and Applications (rok: 2017, tom: 448, strony: 1489–1512), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.jmaa.2016.11.076 - link to the publication
- On The Convergence Rate Issues of General Markov Search for Global Minimum.Authors:Dawid TarłowskiAcademic press:Journal of Global Optimization (rok: 2017, ), Wydawca: SpringerStatus:Accepted for publicationDOI:10.1007/s10898-017-0544-7 - link to the publication
- Stochastyczne algorytmy optymalizacji z perspektywy układów dynamicznychAuthors:Jerzy Ombach, Dawid TarłowskiBook:Metody matematyczne w zastosowaniach (rok: 2015, tom: 3, strony: 137-155), Wydawca: Politechnika GdańskaStatus:Published