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

DOI10.1287/IJOC.2023.1279OpenAlexW4327742605MaRDI QIDQ6203510FDOQ6203510

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

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zbMATH Keywords

convergence ratesmultilevel algorithmsapproximating systemsgradient-based simulation-optimization algorithms

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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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