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Volumn 1, Issue , 2004, Pages 500-507

Stochastic approximation with simulated annealing as an approach to global discrete-event simulation optimization

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; OPTIMIZATION; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); SIMULATED ANNEALING;

EID: 17744367658     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (8)

References (18)
  • 3
    • 0031097490 scopus 로고    scopus 로고
    • Optimization of discrete event systems via simultaneous perturbation stochastic approximation
    • Fu, M. C., and S. D. Hill. 1997. Optimization of discrete event systems via simultaneous perturbation stochastic approximation. IIE Transactions 29: 233-243.
    • (1997) IIE Transactions , vol.29 , pp. 233-243
    • Fu, M.C.1    Hill, S.D.2
  • 4
    • 0012260296 scopus 로고    scopus 로고
    • Optimization for simulation: Theory vs. practice
    • Fu, M. C. 2002. Optimization for simulation: theory vs. practice. INFORMS Journal on Computing 14: 192-215.
    • (2002) INFORMS Journal on Computing , vol.14 , pp. 192-215
    • Fu, M.C.1
  • 7
    • 0035696577 scopus 로고    scopus 로고
    • Statistical selection of the best system
    • ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers
    • Goldsman, D., and B. L. Nelson. 2001. Statistical selection of the best system. In Proceedings of the 2001 Winter Simulation Conference, ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, 139-146. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
    • (2001) Proceedings of the 2001 Winter Simulation Conference , pp. 139-146
    • Goldsman, D.1    Nelson, B.L.2
  • 9
    • 0023289032 scopus 로고
    • Asymptotic global behaviour for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via Monte Carlo
    • Kushner, H. J. 1987. Asymptotic global behaviour for stochastic approximation and diffusions with slowly decreasing noise effects: global minimization via Monte Carlo. SIAM Journal on Applied Mathematics 47: 169-185.
    • (1987) SIAM Journal on Applied Mathematics , vol.47 , pp. 169-185
    • Kushner, H.J.1
  • 13
    • 0035521447 scopus 로고    scopus 로고
    • Simple procedures for selecting the best simulated system when the number of alternatives is large
    • Nelson, B. L., J. Swann, D. Goldsman, and W. Song. 2001. Simple procedures for selecting the best simulated system when the number of alternatives is large. Operations Research 49: 950-963.
    • (2001) Operations Research , vol.49 , pp. 950-963
    • Nelson, B.L.1    Swann, J.2    Goldsman, D.3    Song, W.4
  • 15
    • 0032117046 scopus 로고    scopus 로고
    • Implementation of the simultaneous perturbation algorithm for stochastic optimization
    • Spall, J. C. 1998. Implementation of the simultaneous perturbation algorithm for stochastic optimization. IEEE Transactions on Aerospace and Electronic Systems 34: 817-823.
    • (1998) IEEE Transactions on Aerospace and Electronic Systems , vol.34 , pp. 817-823
    • Spall, J.C.1
  • 17
    • 0033325684 scopus 로고    scopus 로고
    • A survey of ranking, selection, and multiple comparison procedures for discrete-event simulation
    • ed. P. A. Farrington, H. B. Nembhard, D. T. Sturrock, and G. W. Evans. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers
    • Swisher, J. R. J., and S. H. Jacobson. 1999. A survey of ranking, selection, and multiple comparison procedures for discrete-event simulation. In Proceedings of the 1999 Winter Simulation Conference, ed. P. A. Farrington, H. B. Nembhard, D. T. Sturrock, and G. W. Evans, 492-501. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
    • (1999) Proceedings of the 1999 Winter Simulation Conference , pp. 492-501
    • Swisher, J.R.J.1    Jacobson, S.H.2
  • 18
    • 0033266803 scopus 로고    scopus 로고
    • Rates of convergence for a class of global stochastic optimization algorithms
    • Yin, G. 1999. Rates of convergence for a class of global stochastic optimization algorithms. SIAM Journal on Applied Mathematics 10: 99-120.
    • (1999) SIAM Journal on Applied Mathematics , vol.10 , pp. 99-120
    • Yin, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.