A modification of the stochastic ruler method for discrete stochastic optimization

DOI10.1016/S0377-2217(00)00190-9MaRDI QIDQ5943565zbMATH OpenFDO

Authors Mahmoud H. Alrefaei, Sigrún Andradóttir

Publication date 4 July 2002

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

Full work available at URL https://doi.org/10.1016/S0377-2217(00)00190-9

zbMATH Keywords

discrete parametersdiscrete stochastic optimizationsimulation

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27)

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Cites work

• A Global Search Method for Discrete Stochastic Optimization
• A Method for Discrete Stochastic Optimization
• A new approach to the design of reinforcement schemes for learning automata
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• Multiple Comparisons
• Ordinal optimization of DEDS
• Probabilistic search with overrides
• Simulated annealing for noisy cost functions
• Simulated annealing with noisy or imprecise energy measurements
• Stochastic Discrete Optimization

Cited in

(15)

• An agent-based stochastic ruler approach for a stochastic knapsack problem with sequential competition
• Selecting the best stochastic system for large scale problems in DEDS.
• Solution quality of random search methods for discrete stochastic optimization
• Stochastic global optimization using tangent minorants for Lipschitz functions
• Efficient optimization algorithms for surgical scheduling under uncertainty
• An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
• Solving the vehicle routing problem with stochastic demands using the cross-entropy method
• A new approach to discrete stochastic optimization problems
• A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
• Penalty function with memory for discrete optimization via simulation with stochastic constraints
• Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
• Discrete stochastic optimization using variants of the stochastic ruler method
• A Method for Discrete Stochastic Optimization
• An Asymptotically Optimal Set Approach for Simulation Optimization
• A simulation optimization method that considers uncertainty and multiple performance measures

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