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
9781402004841, 1402004842, 0306476487
DOI
10.1007/b130735
LCC
QA402.5 .S723 2002
Open Library ID
OL3584878M
Language
english
Format
DJVU
Filesize
14 MB (14231151 bytes)
Series
Nonconvex Optimization and Its Applications 59
Edition
1
Pages
XI, 237 p.\237
Scanned
no
Time added
2010-02-18 13:16:04

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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