Control and Cybernetics
نویسنده
چکیده
A randomized method aimed at evaluation of probabilistic bounds for function values is considered. Stochastic intervals tightly covering ranges of function values with probability close to one are modelled by a randomized method inspired by interval arithmetic. Statistical properties of the modelled intervals are investigated experimentally. The experimental results are discussed with respect to application of this method in the construction of a branch and bound type randomized algorithm for global optimization.
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