摘要: We consider “approximate stationary” Markov chains in which the entries of one-step transition probability matrix are known to be different orders magnitude and whose structure that is, probabilities does not change with time. For such we present a method for generating order estimates t-step probabilities, any t. then notice algorithms simulated annealing type may represented by approximately stationary over fairly long time intervals. Using our results obtain characterization convergent “cooling” schedules most general class type.
jstor.org 
sci-hub.se 参考文章(17)
Ed Arthurs, Bart W. Stuck, A Computer and Communication Network Performance Analysis Primer (Prentice Hall, Englewood Cliffs, NJ, 1985; revised, 1987). Int. CMG Conference. pp. 959- 961 ,(1987)
Stochastic differential systems, stochastic control theory and applications Springer New York. ,(1988) , 10.1007/978-1-4613-8762-6
John N. Tsitsiklis, A survey of large time asymptotics of simulated annealing algorithms Institute for Mathematics and Its Applications. ,vol. 10, pp. 583- 599 ,(1988) , 10.1007/978-1-4613-8762-6_33
F. Delebecque, A Reduction Process for Perturbed Markov Chains Siam Journal on Applied Mathematics. ,vol. 43, pp. 325- 350 ,(1983) , 10.1137/0143023
Bruce Hajek, Cooling Schedules for Optimal Annealing Mathematics of Operations Research. ,vol. 13, pp. 311- 329 ,(1988) , 10.1287/MOOR.13.2.311
Stuart Geman, Donald Geman, Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images IEEE Transactions on Pattern Analysis and Machine Intelligence. ,vol. PAMI-6, pp. 721- 741 ,(1984) , 10.1109/TPAMI.1984.4767596
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
Tzuu-Shuh Chiang, Chii-Ruey Hwang, Shuenn Jyi Sheu, Diffusion for Global Optimization in $\mathbb{R}^n $ SIAM Journal on Control and Optimization. ,vol. 25, pp. 737- 753 ,(1987) , 10.1137/0325042
M. Coderch, A. S. Willsky, S. S. Sastry, D. A. Castanon, Hierarchical aggregation of singularly perturbed finite state Markov processes Stochastics An International Journal of Probability and Stochastic Processes. ,vol. 8, pp. 259- 289 ,(1983) , 10.1080/17442508308833242
Stuart Geman, Chii-Ruey Hwang, Diffusions for Global Optimization SIAM Journal on Control and Optimization. ,vol. 24, pp. 1031- 1043 ,(1986) , 10.1137/0324060