A modification of the stochastic ruler method for discrete stochastic optimization

[1]  Daniel P. Heyman,et al.  Stochastic models in operations research , 1982 .

[2]  P. S. Sastry,et al.  A Class of Rapidly Converging Algorithms for Learning Automata , 1984 .

[3]  Donald A. Berry,et al.  Bandit Problems: Sequential Allocation of Experiments. , 1986 .

[4]  M. A. L. THATHACHAR,et al.  A new approach to the design of reinforcement schemes for learning automata , 1985, IEEE Transactions on Systems, Man, and Cybernetics.

[5]  Patrick Billingsley,et al.  Probability and Measure. , 1986 .

[6]  S. Mitter,et al.  Simulated annealing with noisy or imprecise energy measurements , 1989 .

[7]  A. Tamhane,et al.  Multiple Comparison Procedures , 1989 .

[8]  Ronald W. Wolff,et al.  Stochastic Modeling and the Theory of Queues , 1989 .

[9]  Gerald S. Shedler Regenerative Stochastic Simulation , 1992 .

[10]  Yu-Chi Ho,et al.  Ordinal optimization of DEDS , 1992, Discret. Event Dyn. Syst..

[11]  D. Yan,et al.  Stochastic discrete optimization , 1992 .

[12]  B. Fox,et al.  Probabilistic Search with Overrides , 1995 .

[13]  S. Andradóttir A method for discrete stochastic optimization , 1995 .

[14]  A. Tamhane Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons , 1995 .

[15]  Mahmoud H. Alrefaei,et al.  A new search algorithm for discrete stochastic optimization , 1995, WSC '95.

[16]  Sigrún Andradóttir,et al.  A Global Search Method for Discrete Stochastic Optimization , 1996, SIAM J. Optim..

[17]  Georg Ch. Pflug,et al.  Simulated Annealing for noisy cost functions , 1996, J. Glob. Optim..

[18]  J. Hsu Multiple Comparisons: Theory and Methods , 1996 .

[19]  Mahmoud H. Alrefaei,et al.  Discrete stochastic optimization via a modification of the stochastic ruler method , 1996, Winter Simulation Conference.

[20]  Yu-Chi Ho,et al.  Stochastic Comparison Algorithm for Discrete Optimization with Estimation , 1999, SIAM J. Optim..