Linearly constrained global optimization and stochastic differential equations (Q857812)

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Linearly constrained global optimization and stochastic differential equations
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    Linearly constrained global optimization and stochastic differential equations (English)
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    5 January 2007
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    Stochastic global optimization
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    Simulated annealing
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    Stochastic differential equations
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    Fokker-Planck equation
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    Laplace's method
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    Projection algorithms
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