A tutorial on event-based optimization -- a new optimization framework

DOI10.1007/S10626-013-0170-6zbMATH Open1296.93116OpenAlexW2093311403MaRDI QIDQ461464FDOQ461464

Authors: Li Xia, Qing-Shan Jia, Xi-Ren Cao 

Publication date: 10 October 2014

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

Full work available at URL: https://doi.org/10.1007/s10626-013-0170-6

Recommendations

• Policy gradient approach of event-based optimization and its online implementation
• Basic ideas for event-based optimization of Markov systems
• Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
• Event-triggered feedback in control, estimation, and optimization
• Guest editorial: Event-based control and optimization

zbMATH Keywords

performance potentialdiscrete-event dynamic systemsevent-based optimizationsensitivity-based approach

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete event control/observation systems (93C65) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Performance optimization of queueing systems with perturbation realization
• Perturbation analysis for denumerable Markov chains with application to queueing models
• A time aggregation approach to Markov decision processes
• Basic ideas for event-based optimization of Markov systems
• Stochastic learning and optimization. A sensitivity-based approach.
• Title not available (Why is that?)
• Simulation-based optimization of Markov reward processes
• Approximations of Dynamic Programs, I
• Event-based optimization of admission control in open queueing networks
• Recent advances in hierarchical reinforcement learning
• Perturbation analysis of waiting times in the G/G/1 queue
• Event-Based Optimization of Markov Systems
• Using infinitesimal perturbation analysis of stochastic flow models to recover performance sensitivity estimates of discrete event systems
• Realization probabilities. The dynamics of queuing systems
• Approximations of Dynamic Programs, II
• On Solving Event-Based Optimization With Average Reward Over Infinite Stages

Cited In (6)

• Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
• Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
• Policy gradient approach of event-based optimization and its online implementation
• Optimization of stock trading with additional information by limit order book
• An overview for Markov decision processes in queues and networks
• Optimal energy-efficient policies for data centers through sensitivity-based optimization

This page was built for publication: A tutorial on event-based optimization -- a new optimization framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q461464)