Title :
Stochastic optimization using model reference adaptive search
Author :
Hu, Jiaqiao ; Fu, Michael C. ; Marcus, Steven I.
Author_Institution :
Inst. for Syst. Res., Maryland Univ., College Park, MD
Abstract :
We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results
Keywords :
modelling; optimisation; search problems; stochastic processes; model reference adaptive search; simulation; stochastic optimization; Current distribution; Educational institutions; Optimization methods; Probability distribution; Random variables; Search methods; Simulated annealing; Stochastic processes; Stochastic systems;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574326
