On the numerical solutions of stochastic optimization problem

DOI10.1109/9.580891MaRDI QIDQ4362309zbMATH OpenOpenAlexFDO

Authors Yu-Chi Ho

Publication date 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.580891

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic systems and control (93E99)

Cited in

(9)

• Almost surely convergent global optimziation algorithm using noise-corrupted observations
• Satisficing games
• Hybrid genetic algorithm for optimization problems with permutation property
• Stochastic comparison algorithm for discrete optimization with estimation of time-varying objective functions
• A new approach to discrete stochastic optimization problems
• Simulation-based optimization using simulated annealing with ranking and selection
• Ordinal optimization with subset selection rule
• Group shops scheduling with makespan criterion subject to random release dates and processing times
• An illustrative case study on application of learning based ordinal optimization approach to complex deterministic problem

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