Asymptotic First Hitting-Time Distribution of Annealing Processes

DOI10.1137/S0363012991197171zbMath0804.60062MaRDI QIDQ4308539

Christian Mazza

Publication date: 15 January 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

digrapheigenvectorfirst hitting timebackward equationsimulated annealing processes

Mathematics Subject Classification ID

Search theory (90B40) Eigenvalues, singular values, and eigenvectors (15A18) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic matrices (15B51) Markov processes (60J99)

Related Items (1)

Some results characterizing the finite time behaviour of the simulated annealing algorithm.

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