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Stochastic and Global Optimization

Language EnglishEnglish
Book Hardback
Book Stochastic and Global Optimization G. Dzemyda
Libristo code: 01414723
Publishers Springer-Verlag New York Inc., March 2002
This book is dedicated to the 70th birthday of Professor J. Mockus, whose scientific interests inclu... Full description
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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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About the book

Full name Stochastic and Global Optimization
Author G. Dzemyda, V. Saltenis, Anatas Ilinskas
Language English
Binding Book - Hardback
Date of issue 2002
Number of pages 237
EAN 9781402004841
ISBN 1402004842
Libristo code 01414723
Publishers Springer-Verlag New York Inc.
Weight 1200
Dimensions 156 x 234 x 19

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Mathematics & Science > Mathematics > Applied mathematics
Computing & Information Technology > Computer science > Mathematical theory of computation
Reference, Information & Interdisciplinary subjects > Encyclopaedias & reference works
Mathematics & Science > Science: general issues
Computing & Information Technology > Computer programming / software engineering
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