Stochastic Optimization

by Johannes J. Schneider, Scott Kirkpatrick

This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.

Genres: Mathematics

584 pages, Hardcover

First published November 7, 2006