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DEDS
2006
78views more  DEDS 2006»
13 years 4 months ago
The Equivalence between Ordinal Optimization in Deterministic Complex Problems and in Stochastic Simulation Problems
In the last decade ordinal optimization (OO) has been successfully applied in many stochastic simulation-based optimization problems (SP) and deterministic complex problems (DCP). ...
Yu-Chi Ho, Qing-Shan Jia, Qianchuan Zhao
WSC
2004
13 years 6 months ago
Simulation Optimization Using Balanced Explorative and Exploitative Search
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Andrei A. Prudius, Sigrún Andradótti...
CCE
2008
13 years 4 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny
WSC
2008
13 years 7 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
ICML
2009
IEEE
14 years 5 months ago
Robot trajectory optimization using approximate inference
The general stochastic optimal control (SOC) problem in robotics scenarios is often too complex to be solved exactly and in near real time. A classical approximate solution is to ...
Marc Toussaint