Generalized surrogate problem methodology for online stochastic discrete optimization

Journal of Optimization Theory and Applications

Volumn 114, Issue 1, 2002, Pages 97-132

  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

INTEGER PROGRAMMING; STOCHASTIC SYSTEMS;

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

RESOURCE ALLOCATION;

EID: 0036262239     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015464105071     Document Type: Article

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