Bayesian Approach to Continuous Global and Stochastic Optimization
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 17)
Consider a family C A of continuous functions f = f(x), x ∈ A ⊂ R m . Assume a possibility to evaluate f at any fixed point x n , n = 1,..., N, where N is the total number of observations.
KeywordsGlobal Minimum Bayesian Method Conditional Expectation Risk Function Wiener Process
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© Springer Science+Business Media Dordrecht 1997