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Stochastic and Global Optimization

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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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TABLE OF CONTENTS
The Jubilee of Prof. Dr. Habil. Jonas Mockusvii 1.Topographical Differential Evolution Using Precalculated Differentials M. M. Ali and A. Törn1 2.Optimal Tax Depreciation in Stochastic Investment Model V. I. Arkin and A. D. Slastnikov19 3.Global Optimisation of Chemical Process Flowsheets I. D. L. Bogle and R. P. Byrne33 4.Onedimensional Global Optimization Based on Statistical Models J. M. Calvin and A. Žilinskas49 5.Animated Visual Analysis of Extremal Problems G. Dzemyda65 6.Test Problems for Lipschitz Univariate Global Optimization with Multiextremal Constraints D. Famularo, P. Pugliese and Y. D. Sergeyev93 7.Numerical Techniques in Applied Multistage Stochastic Programming K. Frauendorfer and G. Haarbrücker111 8.On the Efficiency and Effectiveness of Controlled Random Search E. M. T. Hendrix, P. M. Ortigosa and I. García129 9.Discrete Backtracking Adaptive Search for Global Optimization B. P. Kristinsdottir, Z. B. Zabinsky and G. R. Wood147 10.Parallel Branchandbound Attraction Based Methods for Global Optimization K. Madsen and J. Žilinskas175 11.On Solution of Stochastic Linear Programs by Discretization Methods K. Marti189 12.The Structure of Multivariate Models and the Range of Definition V. Šaltenis and V. Tiešis209 13.Optimality Criteria for Investment Projects Under Uncertainty S. A. Smolyak221 v
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