Stochastic and global optimization /

This title emphasizes the statistical approach to global and discrete optimization, though applications to optimal design and to mathematical finance are also presented. The results of various subjects are summarized and the prospects for developments are justified.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Dzemyda, Gintautas (Editor ), Šaltenis, Vydūnas (Editor ), Zhilinskas, A. (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Dordrecht ; London : Kluwer Academic, ©2002.
Colección:Nonconvex optimization and its applications ; v. 59.
Temas:
Mathematical optimization.
Stochastic processes.
Stochastic Processes
Optimisation mathématique.
Processus stochastiques.
MATHEMATICS > Game Theory.
Mathematical optimization
Stochastic processes
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Preliminaries; TABLE OF CONTENTS; THE JUBILEE OF PROF. DR. HABIL. JONAS MOCKUS; Chapter 1 TOPOGRAPHICAL DIFFERENTIAL EVOLUTION USING PRE-CALCULATED DIFFERENTIALS; Chapter 2 OPTIMAL TAX DEPRECIATION IN STOCHASTIC INVESTMENT MODEL; Chapter 3 GLOBAL OPTIMISATION OF CHEMICAL PROCESS FLOWSHEETS; Chapter 4 ONE-DIMENSIONAL GLOBAL OPTIMIZATION BASED ON STATISTICAL MODELS; Chapter 5 ANIMATED VISUAL ANALYSIS OF EXTREMAL PROBLEMS; Chapter 6 TEST PROBLEMS FOR LIPSCHITZ UNIVARIATE GLOBAL OPTIMIZATION WITH MULTIEXTREMAL CONSTRAINTS; Chapter 7 NUMERICAL TECHNIQUES IN APPLIED MULTISTAGE STOCHASTIC PROGRAMMING.

Ejemplares similares