Simulation optimization: a review of algorithms and applications

S Amaran, NV Sahinidis, B Sharda, SJ Bury - Annals of Operations …, 2016 - Springer
Simulation optimization (SO) refers to the optimization of an objective function subject to
constraints, both of which can be evaluated through a stochastic simulation. To address …

Simulation optimization: a review of algorithms and applications

S Amaran, NV Sahinidis, B Sharda, SJ Bury - 4or, 2014 - Springer
Simulation optimization refers to the optimization of an objective function subject to
constraints, both of which can be evaluated through a stochastic simulation. To address …

[KSIĄŻKA][B] Reinforcement learning and dynamic programming using function approximators

L Busoniu, R Babuska, B De Schutter, D Ernst - 2017 - taylorfrancis.com
From household appliances to applications in robotics, engineered systems involving
complex dynamics can only be as effective as the algorithms that control them. While …

The cross-entropy method for optimization

ZI Botev, DP Kroese, RY Rubinstein, P L'Ecuyer - Handbook of statistics, 2013 - Elsevier
The cross-entropy method is a versatile heuristic tool for solving difficult estimation and
optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an …

Annealing-based quantum computing for combinatorial optimal power flow

T Morstyn - IEEE Transactions on Smart Grid, 2022 - ieeexplore.ieee.org
This paper proposes the use of annealing-based quantum computing for solving
combinatorial optimal power flow problems. Quantum annealers provide a physical …

Generating capacity reliability evaluation based on Monte Carlo simulation and cross-entropy methods

AML Da Silva, RAG Fernandez… - IEEE Transactions on …, 2010 - ieeexplore.ieee.org
This paper presents a new Monte Carlo simulation (MCS) approach based on cross-entropy
(CE) method to evaluate generating capacity reliability (GCR) indices. The basic idea is to …

Composite systems reliability evaluation based on Monte Carlo simulation and cross-entropy methods

RA González-Fernández, AML da Silva… - … on Power Systems, 2013 - ieeexplore.ieee.org
This paper proposes a new approach to evaluate loss of load indices in composite
generation and transmission systems. The main idea is to combine a Cross-Entropy (CE) …

A hybrid with cross-entropy method and sequential quadratic programming to solve economic load dispatch problem

MSP Subathra, SE Selvan, TAA Victoire… - IEEE Systems …, 2014 - ieeexplore.ieee.org
This paper presents a new hybrid approach integrating the cross-entropy (CE) algorithm and
the sequential quadratic programming (SQP) technique to solve the economic load dispatch …

Computational techniques for assessing the reliability and sustainability of electrical power systems: A review

AA Kadhem, NIA Wahab, I Aris, J Jasni… - … and Sustainable Energy …, 2017 - Elsevier
Power systems employ measures of reliability indices to indicate the effectiveness a power
system to perform its basic function of supplying electrical energy to its consumers. The …

Reliability assessment of time-dependent systems via sequential cross-entropy Monte Carlo simulation

RA Gonzalez-Fernandez… - IEEE Transactions on …, 2011 - ieeexplore.ieee.org
This paper proposes a new methodology to evaluate system generating capacity reliability
indices considering time-dependent power sources and loads. Based on sequential Monte …