Statistical Characteristics of a Simplex Search with the Aim Drift
The purpose of this research is to find and analyze statistical characteristics of a simplex search in a noisy surrounding and drifting aim conditions. The search process is described by using multiple Markov chains. Efficient simplex search algorithms for nonstationary object optimisation can be created on this investigation basis.
Nin Bizys, Andrejus Henrikas Marcinkevicius
A. Dambrauskas and D. Udris, "Statistical Characteristics of a Simplex Search with the Aim Drift", Solid State Phenomena, Vol. 113, pp. 147-150, 2006