TY - JOUR
T1 - Stochastic optimization algorithms for marketing-production manufacturing systems
AU - Yin, G.
AU - Yan, H.
AU - Zhang, Q.
AU - Boukas, E. K.
PY - 1999
Y1 - 1999
N2 - We develop a class of stochastic optimization algorithms for marketing-production systems. The system includes random demand and stochastic machine capacity; the algorithm is a constrained stochastic approximation procedure that uses random directions finite difference methods. Under fairly general conditions, we obtain convergence and rate convergence algorithm.
AB - We develop a class of stochastic optimization algorithms for marketing-production systems. The system includes random demand and stochastic machine capacity; the algorithm is a constrained stochastic approximation procedure that uses random directions finite difference methods. Under fairly general conditions, we obtain convergence and rate convergence algorithm.
UR - http://www.scopus.com/inward/record.url?scp=0033343127&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0033343127&origin=recordpage
U2 - 10.1109/CDC.1999.832911
DO - 10.1109/CDC.1999.832911
M3 - RGC 22 - Publication in policy or professional journal
SN - 0191-2216
VL - 1
SP - 925
EP - 930
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
T2 - The 38th IEEE Conference on Decision and Control (CDC)
Y2 - 7 December 1999 through 10 December 1999
ER -