Global optimization and stochastic differential equations
作者： F. Aluffi-Pentini , V. Parisi , F. Zirilli
DOI: 10.1007/BF00941312
关键词:
摘要: … ℝ n be then-dimensional real Euclidean space,x=(x 1 ,x 2 , ...,x n ) T ∈ ℝ n , and letf:ℝ n → R … the paths of a system of stochastic differential equations is proposed. This method is …
springer.com
sci-hub.se 参考文章(5)
M. J. D Powell, Nonlinear optimization 1981 noop. ,(1982)
Z. Schuss, Robert O'Malley, Theory and Applications of Stochastic Differential Equations ,(1980)
S. Kirkpatrick, C. D. Gelatt, M. P. Vecchi, Optimization by Simulated Annealing Science. ,vol. 220, pp. 671- 680 ,(1983) , 10.1126/SCIENCE.220.4598.671
Alessandra Carlini, Angelo Alessandro Mazzotti, Maria Cristina Recchioni, Francesco Zirilli, Asymptotic eigenvalue degeneracy for a class of three‐dimensional Fokker–Planck operators Journal of Mathematical Physics. ,vol. 26, pp. 281- 306 ,(1985) , 10.1063/1.531293
B. J. Matkowsky, Z. Schuss, Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields Siam Journal on Applied Mathematics. ,vol. 40, pp. 242- 254 ,(1981) , 10.1137/0140020