Stochastic discrete optimization
SIAM Journal on Control and Optimization
Monotone structure in discrete-event systems
Monotone structure in discrete-event systems
Rates of convergence of ordinal comparison for dependent discrete event dynamic systems
Journal of Optimization Theory and Applications
Model abstraction for discrete event systems using neural networks and sensitivity information
Proceedings of the 32nd conference on Winter simulation
Generalized surrogate problem methodology for online stochastic discrete optimization
Journal of Optimization Theory and Applications
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The sample pathconstructability problem for Discrete Event Systems (DES) involvesthe observation of a sample path under a particular parametervalue \theta of the system with the requirementto concurrently construct multiple sample paths of the DES underdifferent values using only information available along thegiven sample path. This allows the on-line estimation of performancemeasures J(\theta), not available in closed form,over a range of values of \theta. We present a samplepath coupling approach that solves the problem without imposingany restrictions on the event processes in the system. A specific’’time warping‘‘ algorithm is described and its performance isanalyzed in terms of computational cost. Our approach is illustratedthrough a number of simulation results.