A Remark on Simulated Annealing of Diffusion Processes
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Publication:3031731
DOI10.1137/0327072zbMath0689.60059OpenAlexW2016856907MaRDI QIDQ3031731
No author found.
Publication date: 1989
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0327072
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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