DocumentCode
3079086
Title
An optimization algorithm driven by probabilistic simulation
Author
Maheshwari, S. ; Mukai, H.
Author_Institution
Washington University, St.Louis, MO
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1703
Lastpage
1705
Abstract
In this short paper we present an algorithm for optimization problems in which the evaluation of the objective function and of its gradient requires Monte Carlo-type probabilistic simulation. The algorithm is based on the gradient method and the paper also presents its convergence analysis.
Keywords
Algorithm design and analysis; Analytical models; Approximation methods; Convergence; Cost function; Gradient methods; Network servers; Optimization methods; Space stations; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267226
Filename
4049073
Link To Document