An Online Non-Stationary Simulation Optimization Approach Based on Regime Switching
Fuente:
arXiv
Saved in:
| Main Authors: | Xia, Jianglin, Wang, Haowei, Wang, Songhao, Ng, Szu Hui |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Data-Driven Bayesian Nonparametric Approach for Black-Box Optimization
by: Wang, Haowei, et al.
Published: (2020)
by: Wang, Haowei, et al.
Published: (2020)
A Modular Algorithm for Non-Stationary Online Convex-Concave Optimization
by: Meng, Qing-xin, et al.
Published: (2025)
by: Meng, Qing-xin, et al.
Published: (2025)
Minimizing UCB: a Better Local Search Strategy in Local Bayesian Optimization
by: Fan, Zheyi, et al.
Published: (2024)
by: Fan, Zheyi, et al.
Published: (2024)
Online Non-Stationary Stochastic Quasar-Convex Optimization
by: Pun, Yuen-Man, et al.
Published: (2024)
by: Pun, Yuen-Man, et al.
Published: (2024)
Online Resource Allocation with Non-Stationary Customers
by: Zhang, Xiaoyue, et al.
Published: (2024)
by: Zhang, Xiaoyue, et al.
Published: (2024)
The Dynamic Team Orienteering Problem in Spatial Crowdsourcing: A Scenario Sampling Approach
by: Wu, Zhibin, et al.
Published: (2026)
by: Wu, Zhibin, et al.
Published: (2026)
Efficient model predictive control for nonlinear systems modelled by deep neural networks
by: Lan, Jianglin
Published: (2024)
by: Lan, Jianglin
Published: (2024)
Steady-state Based Approach to Online Non-stochastic Control
by: Hebbar, Vijeth, et al.
Published: (2026)
by: Hebbar, Vijeth, et al.
Published: (2026)
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
by: Wang, Mingrui, et al.
Published: (2025)
by: Wang, Mingrui, et al.
Published: (2025)
Non-Stationary Bandit Convex Optimization: An Optimal Algorithm with Two-Point Feedback
by: He, Chang, et al.
Published: (2025)
by: He, Chang, et al.
Published: (2025)
Turnpike Property of Mean-Field Linear-Quadratic Optimal Control Problems in Infinite-Horizon with Regime Switching
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)
by: Cheng, Xinman, et al.
Published: (2026)
Non-Stationary Online Resource Allocation: Learning from a Single Sample
by: Feng, Yiding, et al.
Published: (2026)
by: Feng, Yiding, et al.
Published: (2026)
One-Point Residual Feedback Algorithms for Distributed Online Convex and Non-convex Optimization
by: Wang, Yaowen, et al.
Published: (2025)
by: Wang, Yaowen, et al.
Published: (2025)
On the Stationary Duality of Structural Composite Cardinality Optimization
by: Zhang, Penghe, et al.
Published: (2026)
by: Zhang, Penghe, et al.
Published: (2026)
Online Feedback Optimization over Networks: A Distributed Model-free Approach
by: Wang, Wenbin, et al.
Published: (2024)
by: Wang, Wenbin, et al.
Published: (2024)
An integrated design of robust decentralized observer and controller for load frequency control
by: Zhao, Xianxian, et al.
Published: (2024)
by: Zhao, Xianxian, et al.
Published: (2024)
A Control Theoretical Approach to Online Constrained Optimization
by: Casti, Umberto, et al.
Published: (2023)
by: Casti, Umberto, et al.
Published: (2023)
Control-Based Online Distributed Optimization
by: van Weerelt, Wouter J. A., et al.
Published: (2025)
by: van Weerelt, Wouter J. A., et al.
Published: (2025)
Stochastic Online Feedback Optimization for Networks of Non-Compliant Agents
by: Lauand, Caio Kalil, et al.
Published: (2025)
by: Lauand, Caio Kalil, et al.
Published: (2025)
Nonlinear Optimal Guidance for Fixed-Time Impact on a Stationary Target
by: Wang, Kun, et al.
Published: (2022)
by: Wang, Kun, et al.
Published: (2022)
A survey of the orienteering problem: model evolution, algorithmic advances, and future directions
by: Shen, Songhao, et al.
Published: (2025)
by: Shen, Songhao, et al.
Published: (2025)
On the convergence rate of noisy Bayesian Optimization with Expected Improvement
by: Wang, Jingyi, et al.
Published: (2025)
by: Wang, Jingyi, et al.
Published: (2025)
Analysis and Synthesis of Switched Optimization Algorithms
by: Miller, Jared, et al.
Published: (2025)
by: Miller, Jared, et al.
Published: (2025)
The Computational Complexity of Finding Stationary Points in Non-Convex Optimization
by: Hollender, Alexandros, et al.
Published: (2023)
by: Hollender, Alexandros, et al.
Published: (2023)
Online Learning for Supervisory Switching Control
by: Sun, Haoyuan, et al.
Published: (2026)
by: Sun, Haoyuan, et al.
Published: (2026)
Achieving Better Local Regret Bound for Online Non-Convex Bilevel Optimization
by: Jia, Tingkai, et al.
Published: (2026)
by: Jia, Tingkai, et al.
Published: (2026)
Self-Identifying Internal Model-Based Online Optimization
by: van Weerelt, Wouter J. A., et al.
Published: (2025)
by: van Weerelt, Wouter J. A., et al.
Published: (2025)
Non-Stationary Inventory Control with Lead Times
by: Amiri, Nele H., et al.
Published: (2026)
by: Amiri, Nele H., et al.
Published: (2026)
Learning-Assisted Optimization for Transmission Switching
by: Pineda, Salvador, et al.
Published: (2023)
by: Pineda, Salvador, et al.
Published: (2023)
Stationary Solution of p-Order Cloud Model via Stochastic Recurrence Equation
by: Hu, Biao, et al.
Published: (2025)
by: Hu, Biao, et al.
Published: (2025)
$\ell_0$ Factor Analysis: A P-Stationary Point Theory
by: Wang, Linyang, et al.
Published: (2024)
by: Wang, Linyang, et al.
Published: (2024)
A Stochastic Record-Value Approach to Global Simulation Optimization
by: Rele, Rohan, et al.
Published: (2024)
by: Rele, Rohan, et al.
Published: (2024)
A Graph-Partitioning Based Continuous Optimization Approach to Semi-supervised Clustering Problems
by: Liu, Wei, et al.
Published: (2025)
by: Liu, Wei, et al.
Published: (2025)
Fast Online Distributionally Robust Optimization via Data Compression
by: Wang, Irina, et al.
Published: (2025)
by: Wang, Irina, et al.
Published: (2025)
Non-Stationary Gradient Descent for Optimal Auto-Scaling in Serverless Platforms
by: Anselmi, Jonatha, et al.
Published: (2025)
by: Anselmi, Jonatha, et al.
Published: (2025)
Adversarial Network Optimization under Bandit Feedback: Maximizing Utility in Non-Stationary Multi-Hop Networks
by: Dai, Yan, et al.
Published: (2024)
by: Dai, Yan, et al.
Published: (2024)
Delayed Feedback in Online Non-Convex Optimization: A Non-Stationary Approach with Applications
by: Lara, Felipe, et al.
Published: (2024)
by: Lara, Felipe, et al.
Published: (2024)
Inventory Management Under Stochastic Demand: A Simulation-Optimization Approach
by: Maitra, Sarit
Published: (2024)
by: Maitra, Sarit
Published: (2024)
Temporal Variabilities Limit Convergence Rates in Gradient-Based Online Optimization
by: Van Scoy, Bryan, et al.
Published: (2025)
by: Van Scoy, Bryan, et al.
Published: (2025)
Similar Items
-
A Data-Driven Bayesian Nonparametric Approach for Black-Box Optimization
by: Wang, Haowei, et al.
Published: (2020) -
A Modular Algorithm for Non-Stationary Online Convex-Concave Optimization
by: Meng, Qing-xin, et al.
Published: (2025) -
Minimizing UCB: a Better Local Search Strategy in Local Bayesian Optimization
by: Fan, Zheyi, et al.
Published: (2024) -
Online Non-Stationary Stochastic Quasar-Convex Optimization
by: Pun, Yuen-Man, et al.
Published: (2024) -
Online Resource Allocation with Non-Stationary Customers
by: Zhang, Xiaoyue, et al.
Published: (2024)