Stochastic optimization using model reference adaptive search

Jiaqiao Hu; Michael C. Fu; Steven I. Marcus

doi:10.1109/WSC.2005.1574326

Stochastic optimization using model reference adaptive search

Jiaqiao Hu
, Michael C. Fu
, Steven I. Marcus

Applied Mathematics and Statistics

Stony Brook University

University of Maryland, College Park

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

14 Scopus citations

Abstract

We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results.

Original language	English
Title of host publication	Proceedings of the 2005 Winter Simulation Conference
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	811-818
Number of pages	8
ISBN (Print)	0780395204, 9780780395206
DOIs	https://doi.org/10.1109/WSC.2005.1574326
State	Published - 2005
Event	2005 Winter Simulation Conference, WSC 2005 - Orlando, FL, United States Duration: Dec 4 2005 → Dec 7 2005

Publication series

Name	Proceedings - Winter Simulation Conference
Volume	2005

Conference

Conference	2005 Winter Simulation Conference, WSC 2005
Country/Territory	United States
City	Orlando, FL
Period	12/4/05 → 12/7/05

Access to Document

10.1109/WSC.2005.1574326

Cite this

@inproceedings{20a88dcd87b543a8b0b62624d108bbba,

title = "Stochastic optimization using model reference adaptive search",

abstract = "We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results.",

author = "Jiaqiao Hu and Fu, \{Michael C.\} and Marcus, \{Steven I.\}",

year = "2005",

doi = "10.1109/WSC.2005.1574326",

language = "English",

isbn = "0780395204",

series = "Proceedings - Winter Simulation Conference",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "811--818",

booktitle = "Proceedings of the 2005 Winter Simulation Conference",

note = "2005 Winter Simulation Conference, WSC 2005 ; Conference date: 04-12-2005 Through 07-12-2005",

}

Hu, J, Fu, MC & Marcus, SI 2005, Stochastic optimization using model reference adaptive search. in Proceedings of the 2005 Winter Simulation Conference., 1574326, Proceedings - Winter Simulation Conference, vol. 2005, Institute of Electrical and Electronics Engineers Inc., pp. 811-818, 2005 Winter Simulation Conference, WSC 2005, Orlando, FL, United States, 12/4/05. https://doi.org/10.1109/WSC.2005.1574326

Stochastic optimization using model reference adaptive search. / Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
Proceedings of the 2005 Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., 2005. p. 811-818 1574326 (Proceedings - Winter Simulation Conference; Vol. 2005).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Stochastic optimization using model reference adaptive search

AU - Hu, Jiaqiao

AU - Fu, Michael C.

AU - Marcus, Steven I.

PY - 2005

Y1 - 2005

N2 - We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results.

AB - We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results.

UR - https://www.scopus.com/pages/publications/33846706552

U2 - 10.1109/WSC.2005.1574326

DO - 10.1109/WSC.2005.1574326

M3 - Conference contribution

SN - 0780395204

SN - 9780780395206

T3 - Proceedings - Winter Simulation Conference

SP - 811

EP - 818

BT - Proceedings of the 2005 Winter Simulation Conference

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2005 Winter Simulation Conference, WSC 2005

Y2 - 4 December 2005 through 7 December 2005

ER -

Stochastic optimization using model reference adaptive search

Abstract

Publication series

Conference

Access to Document

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