Stochastic Global Optimization
Publication year: 2008
ISBN: 978-0-387-74740-8
Internet Resource: Please Login to download book
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-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory.
Subject: Mathematics and Statistics, SOIA, algorithms, global optimization, optimization, population-based methods, random search, statistical inference about minimum, stochastic global optimization, stochastic models about objective function
