Stochastic and global optimization / edited by Gintautus Dzemyda, Vydūnas Šaltenis, Antanas Žilinskas.

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.

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Bibliographic Details
Online Access: Full Text (via EBSCO)
Other Authors: Dzemyda, Gintautas (Editor), Šaltenis, Vydūnas (Editor), Zhilinskas, A. (Editor)
Format: eBook
Language:English
Published: Dordrecht ; London : Kluwer Academic, ©2002.
Series:Nonconvex optimization and its applications ; v. 59.
Subjects:
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.