Asymptotic Global Behavior for Stochastic Approximations and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo.

Abstract

This document studies the asymptotic behavior of a system involving a sequence of random variables. Keywords: Monte Carlo method; stochastic approximation; algorithms; annealing.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1985
Accession Number
ADA162333

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Classification
  • Diffusion
  • Mathematics
  • Military Research
  • Monte Carlo Method
  • Probability
  • Random Variables
  • Sampling
  • Security
  • Sequences
  • Statistical Sampling
  • Statistics
  • Theorems
  • Transitions
  • Two Dimensional

Readers

  • Operations Research
  • Statistical inference.