Discrete stochastic optimization using variants of the stochastic ruler method

DOI10.1002/nav.20080zbMath1090.90148OpenAlexW2085154615MaRDI QIDQ4680429

Mahmoud H. Al-Refaei, Sigrún Andradóttir

Publication date: 1 June 2005

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20080

zbMATH Keywords

global optimizationrandom searchsimulation optimizationdiscrete decision variables

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Search theory (90B40)

Related Items (4)

Augmented simulation methods for discrete stochastic optimization with recourse ⋮ Unnamed Item ⋮ An Asymptotically Optimal Set Approach for Simulation Optimization ⋮ An agent-based stochastic ruler approach for a stochastic knapsack problem with sequential competition

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