Online surrogate problem methodology for stochastic discrete resource allocation problem.

DOI10.1023/A:1026490318131MaRDI QIDQ5929419zbMATH OpenOpenAlexFDO

Authors Kagan Gokbayrak, Christos G. Cassandras

Publication date 2001

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1026490318131

Mathematics Subject Classification ID

Stochastic approximation (62L20) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Stochastic programming (90C15)

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Cited in

(5)

• Generalized surrogate problem methodology for online stochastic discrete optimization
• Message batching in wireless sensor networks -- a perturbation analysis approach
• Online surrogate problem methodology for stochastic discrete resource allocation problem.
• Rounding heuristics for multiple product dynamic lot-sizing in the presence of queueing behavior
• A new algorithm for stochastic discrete resource allocation optimization

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