Single-step Bayesian search method for an extremum of functions of a single variable

Cybernetics - Tập 11 Số 1 - Trang 160-166 - 1976
A. G. Zhilinskas

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Tài liệu tham khảo

I. B. Motskus, ?Bayesian search methods of extremum,? Avtomat. Vychisl. Tekh., No. 3 (1972).

A. G. Zhilinskas and I. B. Motskus, ?A Bayesian search method for an extremum,? Avtomat. Vychisl. Tekh., No. 4 (1972).

A. G. Zhilinskas, I. B. Motskus, and L. L. Timofeev, ?A Bayesian search method for an extremum with limited memory,? Avtomat. Vychisl. Tekh., No. 6 (1972).

V. R. Shaltyanis, ?A method of multiextremal optimization,? Avtomat. Vychisl. Tekh., No. 3 (1971).

A. G. Zhilinskas, ?Optimal planning of experiments in search for an extremum of a function of a single variable,? Inst. Fiz. Mat. Akad. Nauk. Litovsk. SSR, Dep. VINITI, No. 2130-70.

I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1965).

H. Kushner, ?A versatile stochastic model of a function of unknown and time-varying form,? J. Math. Anal. Appl.,5, 150?167.

A. G. Zhilinskas, ?Single-step Bayesian method of one-dimensional search,? Inst. Fiz. Mat. Akad. Nauk Litovsk. SSR, Dep. VINITI, No.663-74.

B. O. Shubert, ?A sequential method seeking the global maximum of a function,? SIAM J. Num. Anal.,9, 379?388.