Pages that link to "Item:Q1580434"

The following pages link to A stochastic algorithm for constrained global optimization (Q1580434):

Displaying 28 items.

• Stochastic filter methods for generally constrained global optimization (Q300752) (← links)
• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• Global optimization through a stochastic perturbation of the Polak-Ribière conjugate gradient method (Q508045) (← links)
• Global optimization and stochastic differential equations (Q800076) (← links)
• A stochastic technique for global optimization (Q806680) (← links)
• Matching stochastic algorithms to objective function landscapes (Q813359) (← links)
• Convergence analysis of a global optimization algorithm using stochastic differential equations (Q842717) (← links)
• Linearly constrained global optimization and stochastic differential equations (Q857812) (← links)
• Concurrent stochastic methods for global optimization (Q908855) (← links)
• Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
• A branch and bound method for stochastic global optimization (Q1290672) (← links)
• The Hyperbell algorithm for global optimization: A random walk using Cauchy densities (Q1359043) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
• A stochastic approach to global optimization of nonlinear programming problem with many equality constraints (Q1883156) (← links)
• Stochastic minimization with adaptive memory (Q1893594) (← links)
• Analysis of search methods of optimization based on potential theory. I: Nonlocal properties (Q1922434) (← links)
• Analysis of search methods of optimization based on potential theory. III: Convergence of methods (Q1922451) (← links)
• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• Box-constrained multi-objective optimization: A gradient-like method without ``a priori'' scalarization (Q2475812) (← links)
• A cover partitioning method for bound constrained global optimization (Q2905347) (← links)
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $ (Q3978271) (← links)
• Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems (Q4497895) (← links)
• A stochastic algorithm for global optimization and for best populations: A test case of side chains in proteins (Q4547688) (← links)
• Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
• A stochastic local search algorithm for constrained continuous global optimization (Q4929093) (← links)
• Fast stochastic global optimization (Q5365716) (← links)
• (Q5462764) (← links)