Stability of annealing schemes and related processes

DOI10.1016/S0167-6911(00)00073-6MaRDI QIDQ1589565zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic approximationscaling limitsstochastic stabilitystochastic algorithmsannealing processes

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4160608 (Why is no real title available?)
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• scientific article; zbMATH DE number 48727 (Why is no real title available?)
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• scientific article; zbMATH DE number 926779 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A strong approximation theorem for stochastic recursive algorithms
• Annealing of Iterative Stochastic Schemes
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
• Weak convergence of recursions

Cited in

(1)

• An improved annealing method and its large-time behavior

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