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zbMath0645.60035MaRDI QIDQ3788809

Olivier Catoni

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo method convergence in law Simulated annealing optimal cooling schedules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Large deviations (60F10)

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From simulated annealing to stochastic continuation: a new trend in combinatorial optimization ⋮ The exit path of a Markov chain with rare transitions

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