Generalized surrogate problem methodology for online stochastic discrete optimization

DOI10.1023/A:1015464105071zbMath1083.90032OpenAlexW1854788630MaRDI QIDQ700765

Christos G. Cassandras, Kagan Gokbayrak

Publication date: 8 October 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:1015464105071

zbMATH Keywords

optimizationstochastic approximationperturbation analysisconcurrent estimationdiscrete resource allocation

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Discrete event control/observation systems (93C65) Stochastic approximation (62L20)

Related Items (2)

Rounding heuristics for multiple product dynamic lot-sizing in the presence of queueing behavior ⋮ A robust algorithm to solve the signal setting problem considering different traffic assignment approaches

Uses Software

• UMDES

Cites Work

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