Online surrogate problem methodology for stochastic discrete resource allocation problem.

DOI10.1023/A:1026490318131zbMath1054.90051OpenAlexW1566610987MaRDI QIDQ5929419

Christos G. Cassandras, Kagan Gokbayrak

Publication date: 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026490318131

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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