Borkar, V. S. (2000) Stability of annealing schemes and related processes Systems & Control Letters, 41 (5). pp. 325-331. ISSN 0167-6911
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/S0167-6911(00)00073-6
Abstract
An approach for establishing stability of annealing schemes and related processes is described. This extends the approach developed in Borkar and Meyn (SIAM J. Control Optim. 38 (2000) 447) for stochastic approximation algorithms. The proof uses a possibly degenerate stochastic differential equation obtained as a scaling limit of the interpolated algorithm.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Stochastic Algorithms; Stochastic Stability; Annealing Processes; Scaling Limits |
| ID Code: | 5272 |
| Deposited On: | 18 Oct 2010 07:47 |
| Last Modified: | 20 May 2011 09:05 |
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