Convergence criterion in optimization of stochastic processes |
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| Affiliation: | 1. CNRS/Univ Pau & Pays Adour, Institut des Sciences Analytiques et de Physico-Chimie Pour l''Environnement et Les Materiaux, UMR5254, 64000 Pau, France;2. CNRS/Univ Pau & Pays Adour, Institut des Sciences Analytiques et de Physico-Chimie Pour l''Environnement et Les Materiaux, UMR5254, 64600 Anglet, France;3. CNRS/Univ Pau & Pays Adour, Laboratoire de Mathematiques et de leurs Applications de Pau, UMR5142, 64600 Anglet, France |
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| Abstract: | A novel approach is developed and its applicability is demonstrated for defining convergence in optimization of stochastic processes for both design and control applications. The approach is computationally simple, does not require a priori knowledge, and does not get drawn into undesirable solutions from fortuitous good values. |
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| Keywords: | Stochastic Process Optimization Convergence criterion |
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