Annealing of Iterative Stochastic Schemes

Authors:
Haitao Fang;Guanglu Gong;Minping Qian
Affiliations:
-;-;-
Venue:
SIAM Journal on Control and Optimization
Year:
1997

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Abstract

Annealing of general iterative stochastic schemes is studied by using Wentzell's large deviation theory. The convergence of this algorithm is shown under some conditions. The closed form of the critical constant is specified in terms of its potential function of the mean model.