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On justification of use of stochastic functions for multimodal optimization models
Authors:A. Žilinskas
Affiliation:(1) Institute of Mathematics and Cybernetics, Lithuanian Academy of Sciences, Vilnius, USSR
Abstract:A model of a complicated function under uncertainty is constructed axiomatically, formalizing suppositions on rationality of information on a considered function.
Keywords:Statistical models  multimodal optimization  stochastic programming  decision theory  Bayesian problems
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