Relative Frequencies of Non-homogeneous Markov Chains in Simulated Annealing and Related Algorithms.
Jan HannigEdwin K. P. ChongSanjeev R. KulkarniPublished in: CDC/ECC (2005)
Keyphrases
- related algorithms
- markov chain
- relative frequencies
- simulated annealing
- steady state
- finite state
- transition probabilities
- monte carlo
- genetic algorithm
- evolutionary algorithm
- markov processes
- markov process
- random walk
- monte carlo simulation
- markov model
- stationary distribution
- stochastic process
- monte carlo method
- transition matrix
- probabilistic automata
- markov chain monte carlo
- state space
- machine learning
- hidden markov models
- sample path
- single server
- confidence intervals