Bounds on absorption times of directionally biased random sequences

DOI<279::AID-RSA2>3.0.CO;2-U 10.1002/(SICI)1098-2418(199610)9:3<279::AID-RSA2>3.0.CO;2-UzbMath0859.60065OpenAlexW2081215176MaRDI QIDQ4716330

William Baritompa, Mike A. Steel

Publication date: 9 April 1997

Full work available at URL: https://doi.org/10.1002/(sici)1098-2418(199610)9:3<279::aid-rsa2>3.0.co;2-u

zbMATH Keywords

convergence ratesstochastic optimizationMarkov chainssimulated annealingfinite-state stochastic process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Operations research and management science (90B99)

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