ANNEALING OF ITERATIVE STOCHASTIC SCHEMES

Authors
FANG HT GONG GL QIAN MP
Citation
Ht. Fang et al., ANNEALING OF ITERATIVE STOCHASTIC SCHEMES, SIAM journal on control and optimization, 35(6), 1997, pp. 1886-1907
Citations number
25
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
35
Issue
6
Year of publication
1997
Pages
1886 - 1907
Database
ISI
SICI code
0363-0129(1997)35:6<1886:AOISS>2.0.ZU;2-7
Abstract
Annealing of general iterative stochastic schemes is studied by using Wentzell's large deviation theory. The convergence of this algorithm i s shown under some conditions. The closed form of the critical constan t is specified in terms of its potential function of the mean model.