Stochastic discrete optimization
SIAM Journal on Control and Optimization
A method for discrete stochastic optimization
Management Science
Accelerating the convergence of random search methods for discrete stochastic optimization
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 33nd conference on Winter simulation
Search and selection for large-scale stochastic optimization
Search and selection for large-scale stochastic optimization
Proceedings of the 38th conference on Winter simulation
| Hi-index | 0.00 |
We propose an optimization-via-simulation algorithm for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables may be subject to deterministic linear integer constraints. Our approach-which consists of a global guidance system, a selection-of-the-best procedure, and local improvement-is globally convergent under very mild conditions.