A Decentralized Approach to Discrete Optimization via Simulation: Application to Network Flow

DOI10.1287/OPRE.1060.0379MaRDI QIDQ3392108zbMATH OpenOpenAlexFDO

Authors Stephen D. Patek, Kaushik Sinha, Alfredo García

Publication date 13 August 2009

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6c82fa375bc776226fb2595ceb931df9b3b89388

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Other game-theoretic models (91A40)

Recommendations

• A Fictitious Play Approach to Large-Scale Optimization
• Discrete Optimization via Simulation Using COMPASS
• scientific article; zbMATH DE number 1935516
• Network games; adaptations to Nash-Cournot equilibrium
• Decentralized optimal routing for packets flow on data networks

Cited in

(2)

• Parameter-free sampled fictitious play for solving deterministic dynamic programming problems
• Sampled fictitious play for approximate dynamic programming

Describes a project that uses

Uses Software

• NEOS
• COMPASS

This page was built for publication: A Decentralized Approach to Discrete Optimization via Simulation: Application to Network Flow

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392108)