Article ID: | iaor1988837 |
Country: | United States |
Volume: | 14 |
Issue: | 1 |
Start Page Number: | 70 |
End Page Number: | 90 |
Publication Date: | Feb 1989 |
Journal: | Mathematics of Operations Research |
Authors: | Tsitsiklis John N. |
Keywords: | optimization: simulated annealing |
We consider ‘approximately stationary’ Markov chains in which the entries of the one-step transition probability matrix are known to be of different orders of magnitude and whose structure (that is, the orders of magnitude of the transition probabilities) does not change with time. For such Markov chains we present a method for generating order of magnitude estimates for the