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Online linear programming : dual convergence, new algorithms, and regret bounds

Li, Xiaocheng; Ye, Yinyu - In: Operations research 70 (2022) 5, pp. 2948-2966

Persistent link: https://www.econbiz.de/10014307143

Gradient-based simulation optimization algorithms via multi-resolution system approximations

Xu, Jingxu; Zheng, Zeyu - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 3, pp. 633-651

Persistent link: https://www.econbiz.de/10014327999

Gradient-based algorithms for convex discrete optimization via simulation

Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad - In: Operations research 71 (2023) 5, pp. 1815-1834

Persistent link: https://www.econbiz.de/10014393279

Gradient-based Simulation-Optimization Algorithms via Approximations for Complex Stochastic Systems

Xu, Jingxu; Zheng, Zeyu - 2021

We propose gradient-based simulation-optimization algorithms to optimize systems that have complicated stochastic structure. The presence of complicated stochastic structure, such as the involvement of infinite-dimensional continuous-time stochastic processes, may cause the exact simulation of...

Persistent link: https://www.econbiz.de/10014089794