A Global Search Method for Discrete Stochastic Optimization
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Cited in
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- Optimization of discrete variable stochastic systems by computer simulation
- Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms
- Stochastic methods for practical global optimization
- The use of dependent tests in search optimization of simulation models
- Sample-path optimization of convex stochastic performance functions
- Selecting the best stochastic system for large scale problems in DEDS.
- Partitioned random search for global optimization with sampling cost and discounting factor
- A DE-based scatter search for global optimization problems
- Solving a class of simulation-based optimization problems using ``optimality in probability
- Solution quality of random search methods for discrete stochastic optimization
- A probabilistic solution-generator for simulation
- The method of global equilibrium search
- The time buffer approximated buffer allocation problem: a row-column generation approach
- An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
- Convergence properties of the cross-entropy method for discrete optimization
- Solving the vehicle routing problem with stochastic demands using the cross-entropy method
- A simulated annealing algorithm with constant temperature for discrete stochastic optimization
- Optimal learning with local nonlinear parametric models over continuous designs
- On-Line Optimization of Simulated Markovian Processes
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- Stochastic Discrete Optimization
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- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- A combined procedure for optimization via simulation
- Accelerating the convergence of random search methods for discrete stochastic optimization
- Stochastic approximation over multidimensional discrete sets with applications to inventory systems and admission control of queueing networks
- Discrete stochastic optimization using variants of the stochastic ruler method
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- A Method for Discrete Stochastic Optimization
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Simulation optimization using multi-time-scale adaptive random search
- Stationary probability density of stochastic search processes in global optimization
- A gradually descent method for discrete global optimization
- Stochastic Algorithms: Foundations and Applications
- Nested partitions method for stochastic optimization
- A modification of the stochastic ruler method for discrete stochastic optimization
- Simulation-based optimization using simulated annealing with ranking and selection
- A generalization of the Solis-Wets method
- Subset simulation for unconstrained global optimization
- A simulation optimization method that considers uncertainty and multiple performance measures
- Adaptive search with stochastic acceptance probabilities for global optimization
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