Title :
Stochastic search and optimization in discrete event systems: an overview of parametric and nonparametric methods
Author :
Chong, Edwin K P
Author_Institution :
Sch. of Electr. & Comput. Eng., Purdue Univ., West Lafayette, IN, USA
Abstract :
We provide an introductory overview of stochastic search algorithms applied to optimization problems in discrete event systems. We classify such optimization problems into two categories: parametric and nonparametric. The optimization of discrete event systems typically relies on estimates of performance related quantities via simulation or online observation. Therefore, the use of stochastic search algorithms must account for estimation errors and the potential complexity of implementing such estimators
Keywords :
discrete event systems; optimisation; search problems; stochastic processes; discrete event systems; nonparametric methods; online observation; optimization problems; parametric methods; simulation; stochastic search algorithms; Communication networks; Discrete event simulation; Discrete event systems; Estimation error; Information analysis; Manufacturing systems; Performance analysis; Routing; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.782805
