Sharp large deviations estimates for simulated annealing algorithms

zbMath0746.60024MaRDI QIDQ1181803

Olivier Catoni

Publication date: 27 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_3_291_0

zbMATH Keywords

Monte Carlo simulationlarge deviation theorysimulated annealing algorithmsoptimal cooling schedules

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Large deviations (60F10)

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