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Volumn 26, Issue 1, 2005, Pages 15-21

Discrete stochastic approximation with application to resource allocation

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS VARIABLES; DISCHRETE STOCHASTIC APPROXIMATION; OBJECTIVE FUNCTION; PERTURBATION STOCHASTIC APPROXIMATION ALGORITHM;

EID: 27544447528     PISSN: 02705214     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (9)

References (19)
  • 2
    • 8744306847 scopus 로고    scopus 로고
    • Stochastic approximation on discrete sets using simultaneous difference approximations
    • Boston, MA
    • Hill, S. D., Gerencsér, L., and Vágó, Z., "Stochastic Approximation on Discrete Sets Using Simultaneous Difference Approximations," in Proc. 2004 Am. Control Conf., Boston, MA, pp. 2795-2798 (2004).
    • (2004) Proc. 2004 Am. Control Conf. , pp. 2795-2798
    • Hill, S.D.1    Gerencsér, L.2    Vágó, Z.3
  • 4
    • 0026839090 scopus 로고
    • Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
    • Spall, J. C., "Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation," IEEE Trans. Auto. Contr. 37, 332-341 (1992).
    • (1992) IEEE Trans. Auto. Contr. , vol.37 , pp. 332-341
    • Spall, J.C.1
  • 5
    • 0000284219 scopus 로고    scopus 로고
    • An overview of the simultaneous perturbation method for efficient optimization
    • Spall, J. C., "An Overview of the Simultaneous Perturbation Method for Efficient Optimization," Johns Hopkins APL Tech. Dig. 19(4), 482-492 (1998).
    • (1998) Johns Hopkins APL Tech. Dig. , vol.19 , Issue.4 , pp. 482-492
    • Spall, J.C.1
  • 8
    • 84888924686 scopus 로고
    • Facility location problem
    • Y. Ermoliev and R. J-B. Wets (eds.), Springer, New York
    • Ermoliev, Y., "Facility Location Problem," in Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. J-B. Wets (eds.), Springer, New York, pp. 413-434 (1988).
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 413-434
    • Ermoliev, Y.1
  • 10
    • 0032122883 scopus 로고    scopus 로고
    • Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems
    • Cassandras, C. G., Dai, L., and Panayiotou, C. G., "Ordinal Optimization for a Class of Deterministic and Stochastic Discrete Resource Allocation Problems," IEEE Trans. Auto. Contr. 43(7), 881-900 (1998).
    • (1998) IEEE Trans. Auto. Contr. , vol.43 , Issue.7 , pp. 881-900
    • Cassandras, C.G.1    Dai, L.2    Panayiotou, C.G.3
  • 11
    • 0000013448 scopus 로고
    • Simulated annealing with noisy or imprecise energy measurements
    • Gelfand, B., and Mitter, S. K., "Simulated Annealing with Noisy or Imprecise Energy Measurements," J. Optimiz. Theory App. 62, 49-62 (1989).
    • (1989) J. Optimiz. Theory App. , vol.62 , pp. 49-62
    • Gelfand, B.1    Mitter, S.K.2
  • 12
    • 0036013019 scopus 로고    scopus 로고
    • The sample average approximation method for stochastic discrete, optimization
    • Kleywegt, A., Homem-de-Mello, T., and Shapiro, A., "The Sample Average Approximation Method for Stochastic Discrete, Optimization," SIAM J. Optimiz. 12(2), 479-502 (2001).
    • (2001) SIAM J. Optimiz. , vol.12 , Issue.2 , pp. 479-502
    • Kleywegt, A.1    Homem-De-Mello, T.2    Shapiro, A.3
  • 14
    • 0002409723 scopus 로고
    • Convexity in nonlinear integer programming
    • Favati, P., and Tardella, F., "Convexity in Nonlinear Integer Programming," Ric. Operat. 53, 3-34 (1990).
    • (1990) Ric. Operat. , vol.53 , pp. 3-34
    • Favati, P.1    Tardella, F.2
  • 15
    • 0010166689 scopus 로고
    • On minimizing nonseparable functions defined on the integers with an inventory application
    • Miller, B. L., "On Minimizing Nonseparable Functions Defined on the Integers with an Inventory Application," SIAM, J. App. Math. 21, 166-185 (1971).
    • (1971) SIAM, J. App. Math. , vol.21 , pp. 166-185
    • Miller, B.L.1
  • 16
    • 84950934365 scopus 로고
    • Stochastic approximation on a discrete set and the multi-armed bandit problem
    • Dupac, V., and Herkenrath, U., "Stochastic Approximation on a Discrete Set and the Multi-Armed Bandit Problem," Comm. Stat. Sequential Anal. 1, 1-25 (1982).
    • (1982) Comm. Stat. Sequential Anal. , vol.1 , pp. 1-25
    • Dupac, V.1    Herkenrath, U.2
  • 17
    • 0035696731 scopus 로고    scopus 로고
    • Constrained optimization over discrete sets via SPSA with application to non-separable resource allocation
    • Arlington, VA
    • Whitney, J. E. II, Hill, S. D., and Solomon, L. I., "Constrained Optimization over Discrete Sets via SPSA with Application to Non-Separable Resource Allocation," in Proc. 2001 Winter Simulation Conf., Arlington, VA, pp. 313-317 (2001).
    • (2001) Proc. 2001 Winter Simulation Conf. , pp. 313-317
    • Whitney II, J.E.1    Hill, S.D.2    Solomon, L.I.3
  • 18
    • 0142215160 scopus 로고    scopus 로고
    • Comparison of the SPSA and simulated annealing algorithms for the constrained optimization of discrete non-separable functions
    • Denver, CO
    • Whitney, J. E. II, Hill, S. D., Wairia, D., and Bahari, F., "Comparison of the SPSA and Simulated Annealing Algorithms for the Constrained Optimization of Discrete Non-Separable Functions," in Proc. 2003 Am. Control Conf., Denver, CO, pp. 3260-3262 (2003).
    • (2003) Proc. 2003 Am. Control Conf. , pp. 3260-3262
    • Whitney II, J.E.1    Hill, S.D.2    Wairia, D.3    Bahari, F.4
  • 19
    • 0032657551 scopus 로고    scopus 로고
    • Rate of convergence of moments for a simultaneous perturbation stochastic approximation method for function minimization
    • Gerencsér, L., "Rate of Convergence of Moments for a Simultaneous Perturbation Stochastic Approximation Method for Function Minimization," IEEE Trans. Auto. Contr. 44, 894-906 (1999).
    • (1999) IEEE Trans. Auto. Contr. , vol.44 , pp. 894-906
    • Gerencsér, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.