Stochastic global optimization.

zbMath1136.90003MaRDI QIDQ2463939

Anatoly A. Zhigljavsky, Antanas Žilinskas

Publication date: 6 December 2007

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic programmingstatistical inferencepure adaptive searchextreme order statisticsglobal random search algorithmsrandom multistartbranch and probability bound methodspure adaptive search of order \(k\)pure random search (PRS)theory of record

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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