Accession Number:

ADA162333

Title:

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

Descriptive Note:

Interim rept.,

Corporate Author:

BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1985-04-01

Pagination or Media Count:

42.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE