Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
Pelletier, Mariane
Ann. Appl. Probab., Tome 8 (1998) no. 1, p. 10-44 / Harvested from Project Euclid
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We study convergence rates of $\mathbb{R}$-valued algorithms, especially in the case of multiple targets and simulated annealing. We precise, for example, the convergence rate of simulated annealing algorithms, whose weak convergence to a distribution concentrated on the potential's minima had been established by Gelfand and Mitter or by Hwang and Sheu.
Publié le : 1998-02-14
Classification:  Stochastic algorithms,  simulated annealing,  weak convergence,  62L20,  60F05,  60H10 
@article{1027961032,
     author = {Pelletier, Mariane},
     title = {Weak convergence rates for stochastic approximation with
		 application to multiple targets and simulated annealing},
     journal = {Ann. Appl. Probab.},
     volume = {8},
     number = {1},
     year = {1998},
     pages = { 10-44},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1027961032}
}

Pelletier, Mariane. Weak convergence rates for stochastic approximation with
		 application to multiple targets and simulated annealing. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp.  10-44. http://gdmltest.u-ga.fr/item/1027961032/