Solving a class of simulation-based optimization problems using ``optimality in probability

DOI10.1007/s10626-017-0261-xzbMath1384.93157arXiv1601.03550OpenAlexW2753076721MaRDI QIDQ1745940

Christos G. Cassandras, Jian-feng Mao

Publication date: 18 April 2018

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03550

zbMATH Keywords

simulation-based optimizationnonstationary inventory controloptimality in probability

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Discrete event control/observation systems (93C65) Optimal stochastic control (93E20)

Uses Software

• COMPASS

Cites Work

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