Stability of annealing schemes and related processes

DOI10.1016/S0167-6911(00)00073-6zbMATH Open0990.93138OpenAlexW1970190592MaRDI QIDQ1589565FDOQ1589565

Authors: Vivek Borkar 

Publication date: 12 December 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00073-6

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zbMATH Keywords

stochastic approximationscaling limitsstochastic stabilitystochastic algorithmsannealing processes

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic stability in control theory (93E15)

Cites Work

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• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
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• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
• Annealing of Iterative Stochastic Schemes
• Weak convergence of recursions
• A strong approximation theorem for stochastic recursive algorithms
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Cited In (1)

• An improved annealing method and its large-time behavior

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