Optimization algorithm with probabilistic estimation
Journal of Optimization Theory and Applications
A method for discrete stochastic optimization
Management Science
Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
Journal of Optimization Theory and Applications
A gradient approach for smartly allocating computing budget for discrete event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
Bayesian analysis for simulation input and output
Proceedings of the 29th conference on Winter simulation
New development of optimal computing budget allocation for discrete event simulation
Proceedings of the 29th conference on Winter simulation
Computing budget allocation for simulation experiments with different system structure
Proceedings of the 30th conference on Winter simulation
New parallel randomized algorithms for the traveling salesman problem
Computers and Operations Research - Special issue on the traveling salesman problem
Simulation Modeling and Analysis
Simulation Modeling and Analysis
On Optimal Allocation of Indivisibles Under Uncertainty
Operations Research
Global Stochastic Optimization with Low-Dispersion Point Sets
Operations Research
Nested Partitions Method for Global Optimization
Operations Research
A hybrid computer-intelligent, user-interactive, process plan optimizer for four-axis cnc turning centers
A combined procedure for optimization via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Some topics for simulation optimization
Proceedings of the 40th Conference on Winter Simulation
Partially Observable Markov Decision Process Approximations for Adaptive Sensing
Discrete Event Dynamic Systems
Hybrid algorithm for discrete event simulation based supply chain optimization
Expert Systems with Applications: An International Journal
Quantifying Heuristics in the Ordinal Optimization Framework
Discrete Event Dynamic Systems
Stochastic resource allocation using a predictor-based heuristic for optimization via simulation
Computers and Operations Research
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Stochastic discreteresource allocation problems are difficult to solve. In thispaper, we propose a new algorithm designed specifically to tacklethem. The algorithm combines with the Nested Partitions method,the Ordinal Optimization techniques, and an efficient simulationcontrol technique. The resulting hybrid algorithm retains theglobal perspective of the Nested Partitions method and the fastconvergence properties of the Ordinal Optimization. Numericalresults demonstrate that the hybrid algorithm can be effectivelyused for many large-scale stochastic discrete optimization problems.