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来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	On Optimization of Discontinuous Systems.
	Ermoliev YM; Gaivoronski AA
发表日期	1991
出版者	IIASA, Laxenburg, Austria: WP-91-049
出版年	1991
语种	英语
摘要	In this paper stochastic programming techniques are adapted and further developed for applications to discrete event systems. We consider cases when the sample path of the system depend discontinuously on control parameters (e.g. modeling of failures, several competing processes), which could make the computation of estimates of the gradient difficult. Methods which use only samples of the performance criterion are developed, in particular finite differences with reduced variance and concurrent approximation and optimization algorithms. Optimization of the stationary behavior is also considered. Results of numerical experiments and convergence results are reported.
主题	Social & ; Environmental Dimensions of Technology (SET)
URL	http://pure.iiasa.ac.at/id/eprint/3516/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123927
推荐引用方式 GB/T 7714	Ermoliev YM,Gaivoronski AA. On Optimization of Discontinuous Systems.. 1991.