Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing
Pelletier, M
HAL, hal-00694267 / Harvested from HAL
Text on HAL
We study convergence rates of R-d-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 : 1998-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] 
@article{hal-00694267,
     author = {Pelletier, M},
     title = {Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00694267}
}

Pelletier, M. Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/hal-00694267/