Un algorithme de recuit simulé couplé avec une diffusion
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Publication:4840921
DOI10.1080/17442509408833877zbMath0826.60068MaRDI QIDQ4840921
Publication date: 22 November 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833877
invariant measure; simulated annealing algorithm; controlled diffusions; global minima; invariant probability; compact and connected Riemannian manifold
93E20: Optimal stochastic control
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60J60: Diffusion processes
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