Markov Chains with Rare Transitions and Simulated Annealing

DOI10.1287/moor.14.1.70zbMath0664.60067OpenAlexW2050239667WikidataQ100356470 ScholiaQ100356470MaRDI QIDQ3814505

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

Related Items (10)

Analyzing the performance of simultaneous generalized hill climbing algorithms ⋮ Simulated annealing with noisy or imprecise energy measurements ⋮ Metaheuristics: A bibliography ⋮ On the invariant measure of non-reversible simulated annealing ⋮ The Metropolis algorithm for graph bisection ⋮ Some results characterizing the finite time behaviour of the simulated annealing algorithm. ⋮ Finite-Time Behavior of Slowly Cooled Annealing Chains ⋮ Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms ⋮ The exit path of a Markov chain with rare transitions ⋮ Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory

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