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Stochastic and Global Optimization

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Description

This volume 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 (for example, statistical models based on one-dimensional global optimization) are summarized and the prospects for developments are justified.
Release date Australia
March 31st, 2002
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributors
  • Edited by A. Zilinskas
  • Edited by G. Dzemyda
  • Edited by V. Saltenis
Illustrations
XI, 237 p.
Pages
237
Dimensions
156x234x15
ISBN-13
9781402004841
Product ID
2113239

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