We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
Hybrid discrete-continuous models, such as Jump Markov Linear Systems, are convenient tools for representing many real-world systems; in the case of fault detection, discrete jumps...
Lars Blackmore, Askar Bektassov, Masahiro Ono, Bri...
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...
We present a probabilistic analysis for a large class of combinatorial optimization problems containing, e.g., all binary optimization problems defined by linear constraints and a...