most citedA Pseudo-Gradient Approach for Model-free Markov Chain Optimization

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math.OC2024★ 1 cited

A Pseudo-Gradient Approach for Model-free Markov Chain Optimization

Nanne A. Dieleman, Joost Berkhout, Bernd Heidergott

We develop a first-order (pseudo-)gradient approach for optimizing functions over the stationary distribution of discrete-time Markov chains (DTMC). We give insights into why solvi…

math.OC2024

A new Simheuristics procedure for stochastic combinatorial optimization

Joost Berkhout

Ignoring uncertainty in combinatorial optimization leads to suboptimal decisions in practice. Nevertheless, the focus is often on deterministic combinatorial optimization problems,…