Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing - Archive ouverte HAL Access content directly
Journal Articles Annals of Applied Probability Year : 1998

Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing

Abstract

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.
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Dates and versions

hal-00694267 , version 1 (03-05-2012)

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  • HAL Id : hal-00694267 , version 1

Cite

M Pelletier. Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing. Annals of Applied Probability, 1998, 8 (1), pp.10--44. ⟨hal-00694267⟩
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