Ergodicity in Parametric Nonstationary Markov Chains: An Application to Simulated Annealing Methods.

Shoshana Anily Awi Federgruen

Published in: Oper. Res. (1987)

Keyphrases

markov chain
non stationary
monte carlo method
markov processes
steady state
adaptive algorithms
simulated annealing
stationary distribution
state space
markov model
finite state
transition probabilities
monte carlo
confidence intervals
long run
markov process
random walk
higher order
machine learning