Empirical stochastic branch-and-bound for optimization via simulation

References

• Andradottir , S. 1998 . “ Simulation optimization ” . In Handbook of Simulation , Edited by: Banks , J. New York : Wiley-Interscience . NY, ch. 9
   Google Scholar
• Auer , P. , Cesa-Bianchi , N. and Fischer , P. 2002 . Finite-time analysis of the multiarmed bandit problem . Machine Learning , 47 : 235 – 256 .
   Web of Science ®Google Scholar
• Buzacott , J. A. and Shantikumar , J. G. 1993 . Stochastic Models of Manufacturing Systems , Englewood Cliffs , NJ : Prentice Hall .
   Google Scholar
• Doerner , K. , Gutjahr , W. J. , Kotsis , G. , Polaschek , M. and Strauss , C. 2006 . Enriched workflow modeling and stochastic branch-and-bound . European Journal of Operations Research , 175 : 1798 – 1817 .
   Web of Science ®Google Scholar
• Fu , M. C. 2002 . Optimization for simulation: theory vs. practice . INFORMS Journal on Computing , 14 ( 3 ) : 192 – 215 .
   Web of Science ®Google Scholar
• Fu , M. C. , Glover , F. W. and April , J. 2005 . “ Simulation optimization: a review, new developments, and applications ” . In Proceedings of the 2005 Winter Simulation , Edited by: Kuhl , M. E. , Steiger , N. M. , Armstrong , F. B. and Joines , J. A. 83 – 95 . Piscataway, NJ : IEEE Press .
   Google Scholar
• Gutjahr , W. J. , Hellmayr , A. and Pflug , G. C. 1999 . Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound . European Journal of Operations Research , 117 : 396 – 413 .
   Web of Science ®Google Scholar
• Gutjahr , W. J. , Strauss , C. and Wagner , E. 2000 . A stochastic branch-and-bound approach to activity crashing in project management . INFORMS Journal on Computing , 12 ( 2 ) : 125 – 135 .
   Web of Science ®Google Scholar
• Hu , J. , Fu , M. C. and Marcus , S. I. 2007 . A model reference adaptive search method for global optimization . Operations Research , 55 ( 3 ) : 549 – 568 .
   Web of Science ®Google Scholar
• Hu , J. and Hu , P. 2010 . “ An approximate annealing search algorithm to global optimization and its connection to stochastic approximation ” . In Proceedings of the 2010 Winter Simulation Conference , Edited by: Johansson , B. , Jain , S. , Montoya-Torres , J. , Hugan , J. and Yucesan , E. 1223 – 1234 . Piscataway, NJ : IEEE Press .
   Google Scholar
• Lai , T. L. and Robbins , H. 1985 . Asymptotically efficient adaptive allocation rules . Advances in Applied Mathematics , 6 : 4 – 22 .
   Web of Science ®Google Scholar
• Li , L. 2009 . A unifying framework for computational reinforcement learning theory . Ph.D. thesis, Department of Computer Science, The State University of New Jersey, New Brunswick, NJ
   Google Scholar
• Miller , B. L. and Shaw , M. J. 1995 . Genetic algorithms with dynamic niche sharing for multimodal function optimization . Technical Report no. 95010, Illinois Genetic Algorithms Laboratory, University of Illinois of Champaign–Urbana, Champaign, IL
   Google Scholar
• Norkin , V. I. , Ermoliev , Y. M. and Ruszczynski , A. 1998 . On optimal allocation of indivisibles under uncertainty . Operations Research , 46 ( 3 ) : 381 – 395 .
   Web of Science ®Google Scholar
• Norkin , V. I. , Pflug , G. C. and Ruszczynski , A. 1998 . A branch and bound method for stochastic global optimization . Mathematical Programming , 83 : 425 – 450 .
   Web of Science ®Google Scholar
• Pichitlamken , J. 2002 . A combined procedure for optimization via simulation . Ph.D. thesis, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL
   Google Scholar
• Pichitlamken , J. and Nelson , B. L. 2003 . A combined procedure for optimization via simulation . ACM Transactions on Modeling and Computer Simulation , 13 : 155 – 179 .
   Google Scholar
• Saw , J. G. , Yang , M.C. K. and Mo , T. C. 1984 . Chebyshev inequality with estimated mean and variance . American Statistician , 38 ( 2 ) : 130 – 132 .
   Web of Science ®Google Scholar
• Shi , L. and Olafsson , S. 2000 . Nested partition method for global optimization . Operations Research , 48 ( 3 ) : 390 – 407 .
   Web of Science ®Google Scholar
• Xu , J. , Hong , L. J. and Nelson , B. L. 2010 . Industrial strength compass: a comprehensive algorithm and software for optimization via simulation . ACM Transactions on Modeling and Computer Simulation , 20 : 1 – 29 .
   Web of Science ®Google Scholar
• Xu , W. L. 2009 . Flexibility, lifecycle planning and simulation-based optimization in integrated supply chains . Ph.D. thesis, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL
   Google Scholar