Stochastic Global Optimization

• Main Authors: Zhigljavsky, Anatoly (Author), Žilinskas, Antanas (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2008.
• Series: Springer Optimization and Its Applications, 9
• Subjects: Mathematics.; Mathematical optimization.; Probabilities.; Statistics.; Optimization.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-b...