Random-direction optimization algorithms with applications to threshold controls

DOI10.1023/A:1017555931930zbMath0983.93074OpenAlexW2161105844MaRDI QIDQ5947270

Qing Zhang, Houmin Yan, El-Kébir Boukas, G. George Yin

Publication date: 23 April 2002

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

Full work available at URL: https://doi.org/10.1023/a:1017555931930

zbMATH Keywords

optimizationmanufacturingproduction planningthresholdrandom-direction gradient method

Mathematics Subject Classification ID

Related Items (1)

Optimal threshold levels in stochastic fluid models via simulation-based optimization

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
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• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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• Scheduling manufacturing systems with work-in-process inventory control: multiple-part-type systems
• Optimal control of a marketing-production system
• Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties
• Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
• Turnpike sets in stochastic manufacturing systems with finite time horizon
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