Stability of annealing schemes and related processes

DOI10.1016/S0167-6911(00)00073-6zbMath0990.93138OpenAlexW1970190592MaRDI QIDQ1589565

Vivek S. Borkar

Publication date: 12 December 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00073-6

zbMATH Keywords

stochastic approximationstochastic stabilitystochastic algorithmsscaling limitsannealing processes

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic stability in control theory (93E15)

Cites Work

• A strong approximation theorem for stochastic recursive algorithms
• Weak convergence of recursions
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• Annealing of Iterative Stochastic Schemes
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
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