Simulated annealing type algorithms for multivariate optimization

Author:

Gelfand Saul B.,Mitter Sanjoy K.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computer Science Applications,General Computer Science

Reference15 articles.

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3. Ljung, L., Analysis of recursive stochastic algorithms,IEEE Transactions on Automatic Control, Vol. 22, pp. 551–575, 1977.

4. Kushner, H., and Clark, D.,Stochastic Approximation Methods for Constrained and Unconstrained Systems, Applied Mathematical Sciences, Vol. 26, Springer Verlag, Berlin, 1978.

5. Metivier, M., and Priouret, P., Applications of a Kushner and Clark lemma to general classes of stochastic algorithm,IEEE Transactions on Information Theory, Vol. 30, pp. 140–151, 1984.

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