SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM

DOI10.1142/S0217595914500262zbMath1302.90145OpenAlexW2125519705MaRDI QIDQ2931725

Zi Xu, Xingfang Zhao, Ying-Ying Li

Publication date: 26 November 2014

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595914500262

zbMATH Keywords

stochastic approximationsimulation optimizationRobbins-Monro algorithmasymptotic rate of convergence

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Inventory, storage, reservoirs (90B05)

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