A new approach to discrete stochastic optimization problems

DOI10.1016/j.ejor.2004.11.006zbMath1111.90079OpenAlexW1981194126MaRDI QIDQ2488904

Xiaocang Lin, Loo Hay Lee

Publication date: 16 May 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.11.006

zbMATH Keywords

Ordinal optimizationNested partition searchOptimal computing budget allocation

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27) Discrete location and assignment (90B80)

Related Items (2)

Optimal computing budget allocation for ordinal optimization in solving stochastic job shop scheduling problems ⋮ A general framework on the simulation-based optimization under fixed computing budget

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