Averaging frameworks for simulation optimization with applications to simulated annealing

DOI10.1002/NAV.21496MaRDI QIDQ3120570zbMATH OpenOpenAlexFDO

Authors Andrei A. Prudius, Sigrún Andradóttir

Publication date 5 March 2019

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.21496

zbMATH Keywords

adaptive random searchdiscrete stochastic optimizationtime inhomogeneous and non-Markovian random search methods: almost sure global convergence

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(5)

• Single observation adaptive search for discrete and continuous stochastic optimization
• Balanced explorative and exploitative search with estimation for simulation optimization
• A framework for locally convergent random-search algorithms for discrete optimization via simulation
• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
• Optimal Sampling for Simulated Annealing Under Noise

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