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

DOI10.1007/S10626-013-0170-6MaRDI QIDQ461464zbMATH OpenOpenAlexFDO

Authors Li Xia, Qing-Shan Jia, 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) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cited in

(6)

• Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
• Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
• Optimization of stock trading with additional information by limit order book
• Policy gradient approach of event-based optimization and its online implementation
• Optimal energy-efficient policies for data centers through sensitivity-based optimization
• An overview for Markov decision processes in queues and networks

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