On the Generalized Langevin Equation for Simulated Annealing
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Publication:6109158
DOI10.1137/21m1462970zbMath1517.60088arXiv2003.06448OpenAlexW4323041467MaRDI QIDQ6109158
Unnamed Author, Nikolas Kantas, Grigorios A. Pavliotis
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.06448
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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