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Instantaneous control of Brownian motion with a positive lead time
Xu, Zhen; Zhang, Jiheng; Zhang, Rachel Q. - In: Mathematics of operations research 44 (2019) 3, pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
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Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis; Smith, Robert L. - In: Operations research letters 36 (2008) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
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Optimal backlogging over an infinite horizon under time-varying convex production and inventory costs
Ghate, Archis; Smith, Robert L. - In: Manufacturing & service operations management : M & SOM 11 (2009) 2, pp. 362-368
Persistent link: https://www.econbiz.de/10003852872
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Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research letters 48 (2020) 5, pp. 666-673
Persistent link: https://www.econbiz.de/10012303435