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000000170 035 __ $a 00255610v83n3p425
000000170 041 0_ $a eng
000000170 100 1_ $a Norkin, Vladimir I.
000000170 245 12 $a A branch and bound method for stochastic global optimization
000000170 520 3_ $a A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. Convergence of the method is proved and random accuracy estimates derived. Methods for constructing stochastic upper and lower bounds are discussed. The theoretical considerations are illustrated with an example of a facility location problem..
000000170 546 __ $a Anglès.
000000170 599 __ $a recerca
000000170 653 1_ $a Stochastic programming
000000170 653 1_ $a Global optimization
000000170 653 1_ $a Branch and bound method
000000170 653 1_ $a Facility location
000000170 655 _4 $a Article
000000170 655 _4 $a info:eu-repo/semantics/article
000000170 655 _4 $a info:eu-repo/semantics/publishedVersion
000000170 700 1_ $a Pflug, Georg Ch.
000000170 700 1_ $a Ruszczynski, Andrzej
000000170 773 __ $g vol. 83 n. 3 (1998) p. 425-450 $t Mathematical Programming $x 0025-5610
000000170 856 4_ $p 26 $s 892680 $u http://ddd.uab.cat/uab/matpro/00255610v83n3p425.pdf
000000170 973 __ $f 425 $l 450 $m 11 $n 3 $v 83 $x 00255610v83n3 $y 1998
000000170 980 __ $a ARTPUB