Bayesian Approach to Continuous Global and Stochastic Optimization
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
Unable to display preview. Download preview PDF.