Global optimization and stochastic differential equations

Journal of Optimization Theory and Applications

Volumn 47, Issue 1, 1985, Pages 1-16

  Aluffi Pentini, F ^a   Parisi, V ^b   Zirilli, F ^c  

^a UNIVERSITY OF BARI   (Italy)

^b UNIVERSITY OF ROME TOR VERGATA   (Italy)

^c UNIVERSITY OF SALERNO   (Italy)

Author keywords

Global optimization; stochastic differential equations

Indexed keywords

MATHEMATICAL TECHNIQUES - DIFFERENTIAL EQUATIONS;

GLOBAL OPTIMIZATION; STOCHASTIC DIFFERENTIAL EQUATIONS;

OPTIMIZATION;

EID: 0022131873     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00941312     Document Type: Article

References (8)

1. The Use of Ordinary Differential Equations in the Solution of Nonlinear Systems of Equations
2. Optimization by Simulated Annealing
3. Eigenvalues of the Fokker-Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields
4. Asymptotic Eigenvalue Degeneracy for a Class of One-Dimensional Fokker-Planck Operators