Stochastic approximation over multidimensional discrete sets with applications to inventory systems and admission control of queueing networks

DOI10.1145/2379810.2379812MaRDI QIDQ4635198zbMATH OpenOpenAlexFDO

Authors Eunji Lim

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2379810.2379812

zbMATH Keywords

discrete optimizationqueuing networkssimulation-based optimizationinventory systems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Queues and service in operations research (90B22) Discrete approximations in optimal control (49M25) Inventory, storage, reservoirs (90B05)

Recommendations

• Multidimensional stochastic approximation
• A Method for Discrete Stochastic Optimization
• Simulation-based optimization by new stochastic approximation algorithm
• A Global Search Method for Discrete Stochastic Optimization
• On-Line Optimization of Simulated Markovian Processes

Cited in

(1)

• Generalized surrogate problem methodology for online stochastic discrete optimization

This page was built for publication: Stochastic approximation over multidimensional discrete sets with applications to inventory systems and admission control of queueing networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635198)