Simulated annealing: An initial application in econometrics

DOI10.1007/BF00436486zbMath0850.62871MaRDI QIDQ4018055

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Publication date: 16 January 1993

Published in: Computer Science in Economics and Management (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Combinatorial optimization (90C27) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

Metaheuristics: A bibliography ⋮ Global optimization of statistical functions with simulated annealing ⋮ Optimization of the generalized covariance estimator in noncausal processes ⋮ Global optimization using interval arithmetic ⋮ Simulated annealing: Practice versus theory

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• Optimization by Simulated Annealing
• A Monte Carlo simulated annealing approach to optimization over continuous variables
• Reconstruction of polycrystalline structures: a new application of combinatorial optimization
• A simulated annealing approach to the multiconstraint zero-one knapsack problem
• Generalized Simulated Annealing for Function Optimization
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• A global optimization algorithm using stochastic differential equations

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