A Global Search Method for Discrete Stochastic Optimization

DOI10.1137/0806027zbMATH Open0851.60030OpenAlexW2021927305MaRDI QIDQ4884048FDOQ4884048

Sigrún Andradóttir

Publication date: 4 November 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0806027

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zbMATH Keywords

simulationglobal optimizationMarkov chains

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Monte Carlo methods (65C05) Stochastic programming (90C15) Strong limit theorems (60F15)

Cited In (27)

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• Discrete stochastic optimization using variants of the stochastic ruler method
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• A DE-based scatter search for global optimization problems
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• The time buffer approximated buffer allocation problem: a row-column generation approach
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• Solution quality of random search methods for discrete stochastic optimization
• Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
• Convergence properties of the cross-entropy method for discrete optimization
• Adaptive search with stochastic acceptance probabilities for global optimization
• Nested partitions method for stochastic optimization
• Simulation optimization for an emergency department healthcare unit in Kuwait
• A global search method for optimizing nonlinear systems
• The method of global equilibrium search
• Stochastic Discrete Optimization
• Solving the vehicle routing problem with stochastic demands using the cross-entropy method
• Selecting the best stochastic system for large scale problems in DEDS.

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