Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search

DOI10.1287/opre.2014.1315zbMath1327.90120OpenAlexW2088361060MaRDI QIDQ2941434

Lihua Sun, Zhaolin Hu, L. Jeff Hong

Publication date: 28 August 2015

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2014.1315

zbMATH Keywords

dynamic programmingnetwork revenue managementinformation relaxationslost-sales inventory models

Mathematics Subject Classification ID

Integer programming (90C10) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (6)

Combined Global and Local Search for Optimization with Gaussian Process Models ⋮ Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields ⋮ Generalized Integrated Brownian Fields for Simulation Metamodeling ⋮ Faster Kriging: Facing High-Dimensional Simulators ⋮ Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise ⋮ Adaptive sampling line search for local stochastic optimization with integer variables

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