Online surrogate problem methodology for stochastic discrete resource allocation problems

Journal of Optimization Theory and Applications

Volumn 108, Issue 2, 2001, Pages 349-376

  Gokbayrak, K ^a   Cassandras, C G ^a  

^a BOSTON UNIVERSITY   (United States)

Author keywords

Concurrent estimation; Discrete resource allocation; Optimization; Perturbation analysis; Stochastic approximation

Indexed keywords

COST FUNCTIONS; INTEGER PROGRAMMING; STOCHASTIC SYSTEMS;

CONCURRENT ESTIMATION; DECISION VARIABLES; DISCRETE OPTIMIZATION PROBLEMS; DISCRETE RESOURCE ALLOCATION; OPTIMISATIONS; PERTURBATION ANALYSIS; RESOURCE ALLOCATION PROBLEM; RESOURCES ALLOCATION; STOCHASTIC APPROXIMATIONS; STOCHASTICS;

RESOURCE ALLOCATION;

EID: 0035529804     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1026490318131     Document Type: Article

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