A tutorial on event-based optimization -- a new optimization framework

DOI10.1007/s10626-013-0170-6zbMath1296.93116OpenAlexW2093311403MaRDI QIDQ461464

Qing-Shan Jia, Li Xia, Xi-Ren Cao

Publication date: 10 October 2014

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-013-0170-6

zbMATH Keywords

performance potentialdiscrete-event dynamic systemsevent-based optimizationsensitivity-based approach

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete event control/observation systems (93C65) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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Event-based optimization approach for solving stochastic decision problems with probabilistic constraint ⋮ Optimization of stock trading with additional information by limit order book ⋮ Optimal energy-efficient policies for data centers through sensitivity-based optimization ⋮ Sensitivity-based nested partitions for solving finite-horizon Markov decision processes ⋮ An Overview for Markov Decision Processes in Queues and Networks

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