Stationary distribution of Markov chains in \(\mathbb{R}^d\) with application to global random optimization

DOI10.2307/3318457zbMath0892.60075OpenAlexW1966892729MaRDI QIDQ1380400

Chang Chung Yu Dorea

Publication date: 9 August 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318457

zbMATH Keywords

optimizationMarkov chainstationary distributioncontinuous state space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27)

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Convergence of a random algorithm for function optimization

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