APPLICATION OF STOCHASTIC APPROXIMATION IN TECHNICAL DESIGN

Computer Aided Methods in Optimal Design and Operations

Volumn , Issue , 2006, Pages 29-38

  Bartkute V ^a   Sakalauskas, L ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67349128445     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812772954_0004     Document Type: Chapter

References (15)

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9. J. Mockus, Multiextremal problems in design, Nauka, Moscow (1967).
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11. A. Zhigljavsky, Branch and probability bound methods for global optimization. Informatica 1(1), 125-140 (1990).
12. H. Chen, Estimation of the location of the maximum of a regression function using extreme order statistics, Journal of multivariate analysis 57, 191-214 (1996).
13. P. Hall, On estimating the endpoint of a distribution, Annals of Statistics 10, 556-568 (1982).
14. S. L. Heston, A closed-form solution for options with stochastic volatility with applications to bond and currency options, The Review of Financial Studies 6 (2), 327-343 (1993).
15. G. V. Reklaitis, A. Ravindran, K. M. Ragsdell, Engineering Optimization. Methods and Applications, Moscow. (In Russian) (1986).