DocumentCode
294460
Title
Some new approaches to discrete stochastic optimization problems
Author
Cassandras, Christos G. ; Pan, Jie
Author_Institution
Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
Volume
1
fYear
1995
fDate
13-15 Dec 1995
Firstpage
573
Abstract
We present three recently developed approaches to solving combinatorially hard stochastic optimization problems: ordinal optimization, a stochastic comparison algorithm, and a stochastic descent algorithm. These, in conjunction with concurrent estimation techniques, are used to provide solutions to a classic buffer allocation problem
Keywords
estimation theory; optimisation; queueing theory; resource allocation; buffer allocation problem; concurrent estimation; discrete stochastic optimization; ordinal optimization; queueing models; resource allocation; stochastic comparison algorithm; stochastic descent algorithm; Closed-form solution; Computer aided manufacturing; Contracts; Error analysis; Large-scale systems; Network servers; Parametric statistics; Resource management; Simulated annealing; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.478956
Filename
478956
Link To Document