Stochastic and global optimization
By: edited by Gintautus Dzemyda, Vydūnas Šaltenis, Antanas Žilinskas.
Contributors: Dzemyda, Gintautas.; Šaltenis, Vydūnas.; Zhilinskas, A.
Series: Nonconvex optimization and its applications ;; v. 59
Publisher: Kluwer Academic
Published: 2002
Place of publication: Dordrecht; London
Language: eng
Number of pages: 233
Subjects: Mathematical optimization; Stochastic processes
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.
Notes: Includes bibliographical references.