Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations

DOI10.1287/IJOC.2023.1279MaRDI QIDQ6203510zbMATH OpenOpenAlexFDO

Authors Zeyu Zheng

Publication date 28 February 2024

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2023.1279

zbMATH Keywords

approximating systemsconvergence ratesgradient-based simulation-optimization algorithmsmultilevel algorithms

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cited in

(2)

• Gradient-Based Algorithms for Convex Discrete Optimization via Simulation
• Stochastic approximation for multi-period simulation optimization with streaming input data

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