Generalized simulated annealing algorithms using Tsallis statistics : Application to the discrete-time optimal growth problem

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概要

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• The efficiency of Monte Carlo simulated annealing algorithm based on the generalized statistics of Tsallis (GSA) is compared with conventional simulated annealing (CSA) based on Boltzmann-Gibbs statistics. Application to the discrete-time optimal growth problem demonstrates that the replacement of CSA by GSA has the potential to speed up optimizations with no loss of accuracy in finding optimal policy function.

• 札幌大学の論文

著者

• 稻垣 陽介

  札幌大学経済学部

関連論文

• Generalized simulated annealing algorithms using Tsallis statistics : Application to the discrete-time optimal growth problem

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