A new approach to discrete stochastic optimization problems

DOI10.1016/J.EJOR.2004.11.006MaRDI QIDQ2488904zbMATH OpenOpenAlexFDO

Authors Xiaocang Lin, Loo Hay Lee

Publication date 16 May 2006

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2004.11.006

zbMATH Keywords

Nested partition searchOptimal computing budget allocationOrdinal optimization

Mathematics Subject Classification ID

Discrete location and assignment (90B80) Stochastic programming (90C15) Combinatorial optimization (90C27)

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Cites work

• A modification of the stochastic ruler method for discrete stochastic optimization
• A new algorithm for stochastic discrete resource allocation optimization
• An explanation of ordinal optimization: Soft computing for hard problems
• An ordinal optimization approach to optimal control problems
• Computing efforts allocation for ordinal optimization and discrete event simulation
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• Explanation of goal softening in ordinal optimization
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Nested Partitions Method for Global Optimization
• On the numerical solutions of stochastic optimization problem
• Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems
• Simulated annealing with noisy or imprecise energy measurements
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• The no free lunch theorems: complexity and security

Cited in

(15)

• Descent directions and efficient solutions in discretely distributed stochastic programs
• Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms
• A new algorithm for stochastic discrete resource allocation optimization
• Optimal computing budget allocation for ordinal optimization in solving stochastic job shop scheduling problems
• A new look at the Lagrange method for continuous-time stochastic optimization
• On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling
• A general framework on the simulation-based optimization under fixed computing budget
• Single observation adaptive search for discrete and continuous stochastic optimization
• Deterministic and stochastic optimization problems of bolza type in discrete time
• A Stochastic Checkpoint Optimization Problem
• A Method for Discrete Stochastic Optimization
• A New Approach to the Stochastic Recovery Problem
• Principles and Practice of Constraint Programming – CP 2004
• Online surrogate problem methodology for stochastic discrete resource allocation problem.
• Generalized surrogate problem methodology for online stochastic discrete optimization

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