Empirical stochastic branch-and-bound for optimization via simulation
نویسندگان
چکیده
منابع مشابه
A branch and bound method for stochastic global optimization
A stochastic version of the branch and bound method is proposed for solving stochastic global optimization problems. The method, instead of deterministic bounds, uses stochastic upper and lower estimates of the optimal value of subproblems, to guide the partitioning process. Almost sure convergence of the method is proved and random accuracy estimates derived. Methods for constructing random bo...
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Many real-world planning problems require searching for an optimal solution in the face of uncertain input. One approach to is to express them as a two-stage stochastic optimization problem where the search for an optimum in one stage is informed by the evaluation of multiple possible scenarios in the other stage. If integer solutions are required, then branchand-bound techniques are the accept...
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ژورنال
عنوان ژورنال: IIE Transactions
سال: 2013
ISSN: 0740-817X,1545-8830
DOI: 10.1080/0740817x.2013.768783