Abstract
Generalization of the global optimization problem based on a stochastic approach is considered. The concept of a stochastic (or unimodal in the mean) fuction is introduced. To find the optimal solution, a heuristic self-organization procedure is proposed.
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 157–166, January–February, 2000.
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Moiseenko, V.V., Yatskevich, V.V. Global optimization in the class of stochastically unimodal functions. Cybern Syst Anal 36, 127–135 (2000). https://doi.org/10.1007/BF02733308
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DOI: https://doi.org/10.1007/BF02733308