Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation

DOI10.1016/j.ejor.2011.08.020zbMath1244.90176OpenAlexW2076833900MaRDI QIDQ439343

Hong-gang Wang

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.08.020

zbMATH Keywords

stochastic systemsmixed-integer optimizationsimulation optimizationsample-path approximation

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items

Direct zigzag search for discrete multi-objective optimization ⋮ Multi-objective retrospective optimization using stochastic zigzag search

Uses Software

• COMPASS

Cites Work

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