Linearly constrained global optimization and stochastic differential equations (Q857812)
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English | 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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