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

algorithms of the simulated annealing typeestimates for the t-step transition probabilitiesMarkov chains with rare transitions

Mathematics Subject Classification ID

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

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Cited in

(25)

• Nonstationary Markov chains and convergence of the annealing algorithm
• Simulated annealing with noisy or imprecise energy measurements
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
• On the invariant measure of non-reversible simulated annealing
• The Metropolis algorithm for graph bisection
• Fluctuations of empirical means at low temperature for finite Markov chains with rare transitions in the general case
• Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory
• Tail events of some nonhomogeneous Markov chains
• Metaheuristics: A bibliography
• Analyzing the performance of simultaneous generalized hill climbing algorithms
• scientific article; zbMATH DE number 991696 (Why is no real title available?)
• The exit path of a Markov chain with rare transitions
• 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
• On Eigenvalues and Annealing Rates
• Pathwise recurrence orders and simulated annealing
• Simulated Annealing Type Markov Chains and Their Order Balance Equations
• A piecewise Markovian model for simulated annealing with stochastic cooling schedules
• Tail events of simulated annealing Markov chains
• scientific article; zbMATH DE number 1405931 (Why is no real title available?)
• Relative Frequencies of Generalized Simulated Annealing
• Finite-Time Behavior of Slowly Cooled Annealing Chains
• Some results characterizing the finite time behaviour of the simulated annealing algorithm.
• Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions

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