Convergence of simulated annealing using Foster-Lyapunov criteria (Q4537304)

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scientific article; zbMATH DE number 1760822
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Convergence of simulated annealing using Foster-Lyapunov criteria
scientific article; zbMATH DE number 1760822

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    Convergence of simulated annealing using Foster-Lyapunov criteria (English)
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    25 November 2002
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    Markov chain Monte Carlo optimization
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    drift condition
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    ergodicity
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    Metropolis algorithm
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