The equivalence between ordinal optimization in deterministic complex problems and in stochastic simulation problems

被引:2
作者
Ho, Yu-Chi
Jia, Qing-Shan [2 ]
Zhao, Qian-Chuan
机构
[1] Harvard Univ, Div Engn & Appl Sci, Cambridge, MA 02138 USA
[2] Tsing Hua Univ, Dept Automat, CFINS, Beijing 100084, Peoples R China
来源
DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS | 2006年 / 16卷 / 03期
基金
美国国家科学基金会; 中国国家自然科学基金;
关键词
ordinal optimization; equivalence; deterministic complex problems; stochastic simulation problems;
D O I
10.1007/s10626-006-9329-8
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In the last decade ordinal optimization (OO) has been successfully applied in many stochastic simulation-based optimization problems (SP) and deterministic complex problems (DCP). Although the application of OO in the SP has been justified theoretically, the application in the DCP lacks similar analysis. In this paper, we show the equivalence between OO in the DCP and in the SP, which justifies the application of OO in the DCP.
引用
收藏
页码:405 / 411
页数:7
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