Title :
Some new approaches to discrete stochastic optimization problems
Author :
Cassandras, Christos G. ; Pan, Jie
Author_Institution :
Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
Abstract :
We present three recently developed approaches to solving combinatorially hard stochastic optimization problems: ordinal optimization, a stochastic comparison algorithm, and a stochastic descent algorithm. These, in conjunction with concurrent estimation techniques, are used to provide solutions to a classic buffer allocation problem
Keywords :
estimation theory; optimisation; queueing theory; resource allocation; buffer allocation problem; concurrent estimation; discrete stochastic optimization; ordinal optimization; queueing models; resource allocation; stochastic comparison algorithm; stochastic descent algorithm; Closed-form solution; Computer aided manufacturing; Contracts; Error analysis; Large-scale systems; Network servers; Parametric statistics; Resource management; Simulated annealing; Stochastic processes;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478956
