Stability of annealing schemes and related processes

摘要

An approach for establishing stability of annealing schemes and related processes is described. This extends the approach developed in Borkar and Meyn (SIAM J. Control Optim. 38 (2000) 447) for stochastic approximation algorithms. The proof uses a possibly degenerate stochastic differential equation obtained as a scaling limit of the interpolated algorithm. (C) 2000 Elsevier Science B.V. All rights reserved. [References: 12]