Balance of Recurrece Order in Time-Inhomogenous Markov Chains with Application to Simulated Annealing

DOI10.1017/S0269964800000723MaRDI QIDQ3415880zbMATH OpenOpenAlexFDO

Authors Daniel P. Connors, P. R. Kumar

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800000723

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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• A Reduction Process for Perturbed Markov Chains
• Graph theory with applications
• Nonstationary Markov chains and convergence of the annealing algorithm
• Optimization by simulated annealing

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(7)

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• scientific article; zbMATH DE number 991696 (Why is no real title available?)
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• Some results characterizing the finite time behaviour of the simulated annealing algorithm.
• Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing

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