Asymptotic First Hitting-Time Distribution of Annealing Processes

DOI10.1137/S0363012991197171MaRDI QIDQ4308539zbMATH OpenFDO

Authors Christian Mazza

Publication date 15 January 1995

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012991197171

zbMATH Keywords

backward equationdigrapheigenvectorfirst hitting timesimulated annealing processes

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes (60J99) Search theory (90B40)

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Cited in

(1)

• Some results characterizing the finite time behaviour of the simulated annealing algorithm.

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