Generalized surrogate problem methodology for online stochastic discrete optimization

DOI10.1023/A:1015464105071zbMATH Open1083.90032OpenAlexW1854788630MaRDI QIDQ700765FDOQ700765

Christos G. Cassandras, Kagan Gokbayrak

Publication date: 8 October 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015464105071

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zbMATH Keywords

optimizationstochastic approximationperturbation analysisconcurrent estimationdiscrete resource allocation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15) Integer programming (90C10) Discrete event control/observation systems (93C65)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
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• Nested Partitions Method for Global Optimization
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• Ordinal optimization of DEDS
• Optimization of kanban-based manufacturing systems
• Stochastic Discrete Optimization
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• Online surrogate problem methodology for stochastic discrete resource allocation problem.
• Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems
• Concurrent sample path analysis of discrete event systems
• Standard clock simulation and ordinal optimization applied to admission control in integrated communication networks
• Scheduling policies using marked/phantom slot algorithms
• Adaptive call admission control in circuit-switched networks

Cited In (3)

• Online surrogate problem methodology for stochastic discrete resource allocation problem.
• Rounding heuristics for multiple product dynamic lot-sizing in the presence of queueing behavior
• A robust algorithm to solve the signal setting problem considering different traffic assignment approaches

Uses Software

• UMDES

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