Stochastic comparison algorithm for discrete optimization with estimation of time-varying objective functions

DOI10.1023/A:1021777501274zbMath0997.90065MaRDI QIDQ1969465

Fabio Martinelli

Publication date: 7 November 2002

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

zbMATH Keywords

Markov chaindiscrete optimizationstochastic algorithm

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Ordinal optimization of DEDS
• Rates of convergence of ordinal comparison for dependent discrete event dynamic systems
• Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning
• Stochastic Discrete Optimization
• Dynamics and convergence rate of ordinal comparison of stochastic discrete-event systems
• On the numerical solutions of stochastic optimization problem
• Stochastic Comparison Algorithm for Discrete Optimization with Estimation

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