On optimization and extreme value theory

DOI10.1023/A:1024505701928MaRDI QIDQ1405352zbMATH OpenFDO

Authors Andreia Hall, Carlos M. Fonseca, J. Hüsler, Pedro Cruz

Publication date 25 August 2003

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

extreme valuesevolution strategiesrandom searchoptimizer

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Extreme value theory; extremal stochastic processes (60G70) Sequential estimation (62L12) Stochastic programming (90C15)

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