Ergodicity in Parametric Nonstationary Markov Chains: An Application to Simulated Annealing Methods

DOI10.1287/OPRE.35.6.867MaRDI QIDQ3780216zbMATH OpenOpenAlexFDO

Authors Shoshana Anily, Awi Federgruen

Publication date 1987

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/cac62d7df8817f163694a4e59c30ae9a8f31e435

zbMATH Keywords

methods for combinatorial optimizationsimulated annealingstrongly ergodicweakly ergodic

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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(13)

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• Simulated Annealing Type Markov Chains and Their Order Balance Equations
• CONVERGENCE OF GENETIC EVOLUTION ALGORITHMS FOR OPTIMIZATION
• Monte Carlo within simulated annealing for integral constrained optimizations
• A controlled search simulated annealing method for the single machine weighted tardiness problem
• Simulated annealing with asymptotic convergence for nonlinear constrained optimization

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