SIAM Journal on Control and Optimization, Vol.35, No.6, 1886-1907, 1997
Annealing of Iterative Stochastic Schemes
Annealing of general iterative stochastic schemes is studied by using Wentzell’s large deviation theory. The convergence of this algorithm is shown under some conditions. The closed form of the critical constant is specified in terms of its potential function of the mean model.