Random-direction optimization algorithms with applications to threshold controls

DOI10.1023/A:1017555931930zbMath0983.93074MaRDI QIDQ5947270

Qing Zhang, Houmin Yan, El-Kébir Boukas, G. George Yin

Publication date: 23 April 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017555931930

zbMATH Keywords

optimization; manufacturing; production planning; threshold; random-direction gradient method

Mathematics Subject Classification ID

90B30: Production models

93E20: Optimal stochastic control

93E35: Stochastic learning and adaptive control

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Optimal threshold levels in stochastic fluid models via simulation-based optimization

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