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1

Diffusion for Global Optimization in $\mathbb{R}^n $

Chiang, Tzuu-Shuh, Hwang, Chii-Ruey, Sheu, Shuenn Jyi

Journal:

SIAM Journal on Control and Optimization

Year:

1987

Language:

english

File:

PDF, 1.04 MB

english, 1987

2

Asymptotic Behavior of Some Linear Differential Systems

Tzuu-Shuh Chiang, Yunshyong Chow

Journal:

Journal of Differential Equations

Year:

1998

Language:

english

File:

PDF, 481 KB

english, 1998

3

On the convergence rate of annealing processes

Tzuu-Shuh Chiang, Yunshyong Chow

Journal:

Stochastic Processes and their Applications

Year:

1987

Language:

english

File:

PDF, 71 KB

english, 1987

4

Small perturbation of diffusions in inhomogeneous media

Tzuu-Shuh Chiang, Shuenn-Jyi Sheu

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2002

Language:

english

File:

PDF, 243 KB

english, 2002

5

Asymptotic behavior of eigenvalues and random updating schemes

Tzuu-Shuh Chiang, Yunshyong Chow

Journal:

Applied Mathematics & Optimization

Year:

1993

Language:

english

File:

PDF, 925 KB

english, 1993

6

Large deviations of some Markov processes on compact metric spaces

Tzuu-Shuh Chiang

Journal:

Probability Theory and Related Fields

Year:

1982

Language:

english

File:

PDF, 463 KB

english, 1982

7

On the Convergence Rate of Annealing Processes

Tzuu-Shuh, Chiang, Yunshyong, Chow

Journal:

SIAM Journal on Control and Optimization

Year:

1988

Language:

english

File:

PDF, 1.48 MB

english, 1988

8

Time Series and Related Topics: In Memory of Ching-Zong Wei || Price Systems for Markets with Transaction Costs and Control Problems for Some Finance Problems

Tzuu-Shuh Chiang, Shang-Yuan Shiu and Shuenn-Jyi Sheu

Journal:

IMS Lecture Notes--Monograph Series

Year:

2006

Language:

english

File:

PDF, 949 KB

english, 2006

9

A Limit Theorem for a Class of Inhomogeneous Markov Processes

Tzuu-Shuh Chiang and Yunshyong Chow

Journal:

The Annals of Probability

Year:

1989

Language:

english

File:

PDF, 1.27 MB

english, 1989

10

Large Deviation of Diffusion Processes with Discontinuous Drift and Their Occupation Times

Tzuu-Shuh Chiang and Shuenn-Jyi Sheu

Journal:

The Annals of Probability

Year:

2000

Language:

english

File:

PDF, 1.15 MB

english, 2000

11

Large deviation of small perturbation of some unstable systems

Chiang, Tzuu-Shuh, Sheu, Shuenn-Jyi

Journal:

Stochastic Analysis and Applications

Year:

1997

Language:

english

File:

PDF, 471 KB

english, 1997

12

The Asymptotic Behavior of Simulated Annealing Processes with Absorption

Chiang, Tzuu-Shuh, Chow, Yunshyong

Journal:

SIAM Journal on Control and Optimization

Year:

1994

Language:

english

File:

PDF, 1.76 MB

english, 1994

13

Large deviation of some infinite-dimensional markov processes ∗

Chiang, Tzuu-Shuh, Jyi sheu, Shuenn

Journal:

Year:

1988

Language:

english

File:

PDF, 438 KB

english, 1988

14

On the non-uniqueness of the limit points of diffusions with a small parameter

Tzuu-Shuh, Chiang, Chii-Ruey, Hwang

Journal:

Year:

1983

Language:

english

File:

PDF, 152 KB

english, 1983

15

A Lower Bound of the Asymptotic Behavior of Some Markov Processes

Tzuu-Shuh Chiang

Journal:

The Annals of Probability

Year:

1982

Language:

english

File:

PDF, 995 KB

english, 1982

16

On Eigenvalues and Annealing Rates

Tzuu-Shuh Chiang and Yunshyong Chow

Journal:

Mathematics of Operations Research

Year:

1988

Language:

english

File:

PDF, 222 KB

english, 1988

17

A Note on the Irreducibility of Lebesgue Measure with Applications to Random Walks on the Unit Circle

Tzuu-Shuh Chiang

Journal:

Proceedings of the American Mathematical Society

Year:

1982

Language:

english

File:

PDF, 133 KB

english, 1982

18

On the Problem of Exit from Cycles for Simulated Annealing Processes-A Backward Equation Approach

Tzuu-Shuh Chiang and Yunshyong Chow

Journal:

The Annals of Applied Probability

Year:

1998

Language:

english

File:

PDF, 1.68 MB

english, 1998

19

A Formula for$E_W \exp(- 2^{-1}a^2 \|x + y\|^2_2)$

Tzuu-Shuh Chiang, Yunshyong Chow and Yuh-Jia Lee

Journal:

Proceedings of the American Mathematical Society

Year:

1987

Language:

english

File:

PDF, 209 KB

english, 1987

20

On Eigenvalues and Annealing Rates

Chiang, Tzuu-Shuh, Chow, Yunshyong

Journal:

Mathematics of Operations Research

Year:

1988

Language:

english

File:

PDF, 301 KB

english, 1988

21

On the Lower Bound of Large Deviation of Random Walks

Tzuu-Shuh Chiang

Journal:

The Annals of Probability

Year:

1985

Language:

english

File:

PDF, 477 KB

english, 1985

22

A Limit Theorem for a Class of Inhomogeneous Markov Processes

Chiang, Tzuu-Shuh, Chow, Yunshyong

Journal:

The Annals of Probability

Year:

1989

File:

PDF, 1.53 MB

1989

23

On the Lower Bound of Large Deviation of Random Walks

Chiang, Tzuu-Shuh

Journal:

The Annals of Probability

Year:

1985

File:

PDF, 457 KB

1985

24

Large deviation of diffusion processes with discontinuous drift and their occupation times

Chiang, Tzuu-Shuh, Sheu, Shuenn-Jyi

Journal:

The Annals of Probability

Year:

2000

Language:

english

File:

PDF, 174 KB

english, 2000