Global optimization and stochastic differential equations
- 1 September 1985
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 47 (1) , 1-16
- https://doi.org/10.1007/bf00941312
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Asymptotic eigenvalue degeneracy for a class of one-dimensional Fokker–Planck operatorsJournal of Mathematical Physics, 1985
- Optimization by Simulated AnnealingScience, 1983
- Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential FieldsSIAM Journal on Applied Mathematics, 1981