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.

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Dzemyda, Gintautas (Editor), Šaltenis, Vydūnas (Editor), Zhilinskas, A. (Editor)
Format: Electronic eBook
Language:Inglés
Published: Dordrecht ; London : Kluwer Academic, ©2002.
Series:Nonconvex optimization and its applications ; v. 59.
Subjects:
Mathematical optimization.
Stochastic processes.
Stochastic Processes
Optimisation mathématique.
Processus stochastiques.
MATHEMATICS > Game Theory.
Mathematical optimization
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • 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.

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