Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo

DOI10.1137/0147010zbMath0615.60024OpenAlexW1976898022MaRDI QIDQ4722928

Harold J. Kushner

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147010

zbMATH Keywords

global optimizationstochastic approximationsimulated annealingMonte Carlo methods

Mathematics Subject Classification ID

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