The Asymptotic Behavior of Simulated Annealing Processes with Absorption

DOI10.1137/S0363012989166538MaRDI QIDQ4308538zbMATH OpenOpenAlexFDO

Authors Tzuu-Shuh Chiang, Yunshyong Chow

Publication date 19 January 1995

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

Full work available at URL https://doi.org/10.1137/s0363012989166538

zbMATH Keywords

asymptotic behaviorcycle methodPerron-Frobenius propertysimulated annealing processes

Mathematics Subject Classification ID

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

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Cited in

(7)

• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Comportement asymptotique de l'énergie libre spécifique. Application à l'ergodicité et au recuit simulé en dimension infinie. (Asymptotical behaviour of specific free energy. Application to ergodicity and simulated annealing on infinite-dimensional spaces)
• On the problem of exit from cycles for simulated annealing processes. A backward equation approach
• Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
• Asymptotic First Hitting-Time Distribution of Annealing Processes
• The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production
• Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing

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