Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation
نویسندگان
چکیده
منابع مشابه
Discrete Optimization via Simulation Using COMPASS
We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and pa...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2019
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2018.1796