ENGLISH

Stochastic and Global Optimization

By Antanas Žilinskas (eds.) , M. M. Ali , A. Törn (auth.) , Gintautas Dzemyda , Vydūnas à altenis

Book information

Publisher
Springer US
Year
2002
ISBN
978-1-4020-0484-1, 978-0-306-47648-8
DOI
10.1007/b130735
Language
english
Format
PDF
Filesize
10 MB (10237527 bytes)
Series
Nonconvex Optimization and Its Applications 59
Pages
XI, 237 p.\237
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00

Description

This book is dedicated to the 70th birthday of Professor J. Mockus, whose scientific interests include theory and applications of global and discrete optimization, and stochastic programming. The papers for the book were selected because they relate to these topics and also satisfy the criterion of theoretical soundness combined with practical applicability. In addition, the methods for statistical analysis of extremal problems are covered. Although statistical approach to global and discrete optimization is emphasized, applications to optimal design and to mathematical finance are also presented. The results of some subjects (e.g., statistical models based on one-dimensional global optimization) are summarized and the prospects for new developments are justified. Audience: Practitioners, graduate students in mathematics, statistics, computer science and engineering.

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