Robust Control
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Random search methods point in S~ is reached within the first N iterations is equal to
1 - (1 - ~(Se)) N ,
where ~ denotes the uniform distribution on S. In other words, this method offers a probabilistic asymptotic guarantee. PROCEDURE pure random search() InputInstance(); Set y = -oo; DO Generate a point x from the uniform distribution over S; Set y = max(y, f(x)); OD; RETURN(y); END pure random search; A pseudocode for PRS.
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