On optimization and extreme value theory

DOI10.1023/A:1024505701928zbMath1031.60045MaRDI QIDQ1405352

Carlos M. Fonseca, Andreia Hall, Pedro A. F. Cruz, Juerg Hüsler

Publication date: 25 August 2003

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

extreme valuesrandom searchevolution strategiesoptimizer

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Extreme value theory; extremal stochastic processes (60G70) Stochastic programming (90C15) Sequential estimation (62L12)

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