Balance of Recurrece Order in Time-Inhomogenous Markov Chains with Application to Simulated Annealing

DOI10.1017/S0269964800000723zbMath1134.60330OpenAlexW2172129038MaRDI QIDQ3415880

P. R. Kumar, Daniel P. Connors

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800000723

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

A theoretical framework for simulated annealing ⋮ Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing ⋮ Some results characterizing the finite time behaviour of the simulated annealing algorithm.

Cites Work

• Optimization by Simulated Annealing
• Nonstationary Markov chains and convergence of the annealing algorithm
• A Reduction Process for Perturbed Markov Chains
• Unnamed Item

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