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Discrete Stochastic Optimization

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Encyclopedia of Optimization

Article Outline

Keywords

Stochastic Simulated Annealing

Stochastic Branch and Bound

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References

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References

  1. Chernoff H (1989) Sequential analysis and optimal design. SIAM, Philadelphia

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  2. Ermoliev YM, Norkin VI, Ruszczyńnski A (1998) On optimal allocation of indivisibles under uncertainty. Oper Res 46:381–395

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  3. Futschik A, Pflug GCh (1997) Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms. Europ J Oper Res 101:245–260

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  4. Gutjahr W, Pflug G (1996) Simulated annealing for noisy cost functions. J Global Optim 8:1–13

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  5. Ho YC, Sreenivas RS, Vakili P (1992) Ordinal optimization of DEDS. J Discret Event Dynamical Systems 2:61–88

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  6. Kleywegt AJ, Shapiro A (1999) The sample average approximation method for stochastic discrete optimization. Georgia Inst Technol, Atlanta, GA

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  7. Norkin VI, Pflug GCh, Ruszczyński A (1998) A branch and bound method for stochastic global optimization. Math Program 83:425–450

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Author information

Authors and Affiliations

  1. University Vienna, Vienna, Austria

    Georg Pflug

Authors
  1. Georg Pflug
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Pflug, G. (2008). Discrete Stochastic Optimization . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_132

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