Markov Chains with Rare Transitions and Simulated Annealing

DOI10.1287/MOOR.14.1.70MaRDI QIDQ3814505zbMATH OpenOpenAlexDBLPWikidataFDO

Authors John N. Tsitsiklis

Publication date 1989

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/2903

zbMATH Keywords

Markov chains with rare transitionsalgorithms of the simulated annealing typeestimates for the t-step transition probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(23)

• On the invariant measure of non-reversible simulated annealing
• On Eigenvalues and Annealing Rates
• Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory
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• Tail events of simulated annealing Markov chains
• Pathwise recurrence orders and simulated annealing
• Analyzing the performance of simultaneous generalized hill climbing algorithms
• A piecewise Markovian model for simulated annealing with stochastic cooling schedules
• Balance of Recurrece Order in Time-Inhomogenous Markov Chains with Application to Simulated Annealing
• Ergodicity in Parametric Nonstationary Markov Chains: An Application to Simulated Annealing Methods
• The Metropolis algorithm for graph bisection
• Simulated annealing with noisy or imprecise energy measurements
• Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
• Tail events of some nonhomogeneous Markov chains
• Finite-Time Behavior of Slowly Cooled Annealing Chains
• Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions
• The exit path of a Markov chain with rare transitions
• Metaheuristics: A bibliography
• Relative Frequencies of Generalized Simulated Annealing
• Simulated Annealing Type Markov Chains and Their Order Balance Equations
• Nonstationary Markov chains and convergence of the annealing algorithm
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Some results characterizing the finite time behaviour of the simulated annealing algorithm.

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