Simulation-based optimization. Parametric optimization techniques and reinforcement learning
convergence of algorithmsparametric optimizationsimulation-based optimizationstochastic dynamic programming
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90) Neural networks for/in biological studies, artificial life and related topics (92B20)
The goal of this book is to present the topics on simulation-based optimization techniques for large-scale and complex stochastic systems. The author discusses two approaches: parametric (static) optimization and control (dynamic) optimization. The book consists of 12 chapters, covering the following areas: introductionary topics, insights into simulation-based optimization, parametric optimization, control optimization, convergence, case studies. The book is self-contained, although some basic background in calculus and algebra is necessary. It is a valuable textbook for the students as well as a nice introduction for the researchers in the area.
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
- Simulation-based optimization: Parametric optimization techniques and reinforcement learning
- Black-box combinatorial optimization using models with integer-valued minima
- Data-driven spatial branch-and-bound algorithms for box-constrained simulation-based optimization
- High-performance simulation-based optimization
- Stochastic mixed-model assembly line sequencing problem: mathematical modeling and Q-learning based simulated annealing hyper-heuristics
- Joint determination of process mean, price differentiation, and production decisions with demand leakage: a multi-objective approach
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- A review of the role of heuristics in stochastic optimisation: from metaheuristics to learnheuristics
- Approximate dynamic programming. Solving the curses of dimensionality
- Simulation-based optimization of Markov reward processes
- Automatic generation of efficient policy alternatives via simulation-optimization
- A reinforcement learning approach for transaction scheduling in a shuttle‐based storage and retrieval system
- Efficient hybrid Bayesian optimization algorithm with adaptive expected improvement acquisition function
- Optimal Treatment Regimes: A Review and Empirical Comparison
- Solving the stochastic team orienteering problem: comparing simheuristics with the sample average approximation method
- Simulation-based variable neighborhood search for optimizing skill assignments in multi-server facilities with inventories
- Maintenance optimization in a digital twin for industry 4.0
- The ambulance diversion phenomenon in an emergency department network: a case study
- Sparse surrogate model for optimization: example of the bus stops spacing problem
- Abstraction-based decision making for statistical properties (invited talk)
- Modifications of generalized response surface methodology for constrained stochastic optimization problems
- Deep reinforcement learning for approximate policy iteration: convergence analysis and a post-earthquake disaster response case study
- Superposed semi-Markov decision process with application to optimal maintenance systems
- Comparing RL approaches for applications to financial trading systems
- Enumerative algorithms for choice-based pricing under capacity constraints
- Simulation-based generation of heuristics for decision-making in stochastic environments
This page was built for publication: Simulation-based optimization. Parametric optimization techniques and reinforcement learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2253773)
