Generalized surrogate problem methodology for online stochastic discrete optimization

DOI10.1023/A:1015464105071MaRDI QIDQ700765zbMATH OpenOpenAlexFDO

Authors Kagan Gokbayrak, Christos G. Cassandras

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

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)

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Cites work

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

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

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• UMDES

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