Convergence of Langevin-simulated annealing algorithms with multiplicative noise
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Publication:6129006
DOI10.1090/MCOM/3899arXiv2109.11669OpenAlexW3202877294MaRDI QIDQ6129006
Publication date: 16 April 2024
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.11669
Stochastic approximation (62L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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