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- [2] T. W. Jonsbraten, Journal of the operational research society 49, 811 (1998).
- [3] H. Robbins and S. Munro, The annals of mathematical statistics 22, 400 (1951).
- [4] A. Benveniste, M. M´etivier, and P. Priouret, Adaptive algorithms and stochastic approximation (Springer-Verlag, New York, 1990).
- [5] H. J. Kushner and F. J. V´asquez, SIAM Journal on Control and Optimization 34, 712 (1996).
- [6] P. L'Ecuyer and G. Yin, SIAM Journal on Optimization 8 No. 1, 217 (1998).
- [7] H. J. Kushner, SIAM Journal on Applied Mathematics 47, 169 (1987).
- [8] W. B. Gong, Y. C. Ho, and W. Zhai, in Proceedings of the 31st IEEE conference on decision and control (IEEE, PO Box 1331, Piscataway, NJ, 1992), pp. 795-802.
- [9] D. Yan and H. Mukai, SIAM journal on control and optimization 30 No. 3, 594 (1992).
- [10] L. P. Devroye, IEEE Transactions on Information Theory 24, 142 (1978).
- [11] S. Yakowitz and E. Lugosi, SIAM Journal on Scientific and Statistical Computing 11, 702 (1990).
- [12] S. Andrad´ottir, SIAM Journal on Optimization 6 No. 2, 513 (1996).
- [13] J. Haddock and J. Mittenthal, Computers and Industrial Engineering 22 No. 4, 387 (1992).
- [14] A. A. Bulgak and J. L. Sanders, in Proceedings of the 1988 Winter Simulation Conference (IEEE, PO Box 1331, Piscataway, NJ, 1988), pp. 684-690.
- [15] M. H. Alrefaei and S. Andrad´ottir, Management Science 45 No. 5, 748 (1999).
- [16] T. M. A. Khamis, M. A. Ahmed, and V. K. Tuan, European Journal of Operational Research 116 No. 3, 530 (1999).
- [17] W. J. Gutjahr and G. C. Pflug, Journal of global optimization 8, 1 (1996).
- [18] S. B. Gelfand and S. K. Mitter, J. Optimization Theory and Applications 62, 49 (1989).
- [19] S. Rees and R. C. Ball, J. Phys. A 20, 1239 (1987).
- [20] J. D. Nulton and P. Salamon, Phys. Rev. A 37 No. 4, 1351 (1988).
- [21] P. Salamon, J. D. Nulton, J. R. Harland, J. Pedersen, G. Ruppiener, and L. Liao, Computer Physics Communications 49, 423 (1988).
- [22] D. J. Bertsimas, P. Jaillet, and A. R. Odoni, Operations Research 38 No. 6, 1019 (1990).
- [23] J. Beardwood, J. H. Halton, and J. M. Hammersley, Proceedings of the Cambridge Philosophical Society 55, 299 (1959).
- [24] J. M. Steele, Annals of Probability 9, 365 (1981).
- [25] J. Lee and M. Y. Choi, Phys. Rev. E 50, R651 (1994).
- [26] P. Jaillet, Ph.D. thesis, M.I.T., 1985.
- [27] P. Jaillet, Operations research 36, 929 (1988).
- [28] D. J. Bertsimas and L. H. Howell, Eur. J. of Operational Research 65, 68 (1993).
- [29] G. Laporte, F. V. Louveaux, and H. Mercure, Operations research 42 No. 3, 543 (1994).
- [30] D. J. Bertsimas, Ph.D. thesis, M.I.T., 1988.
- [31] F. A. Rossi and I. Gavioli, in Advanced school on stochastics in combinatorial optimization, edited by G. Andreatta, F. Mason, and P. Serafini (World Scientific, Singapore, 1987), pp. 214-227.
- [32] D. J. Bertsimas, P. Chervi, and M. Peterson, Transportation science 29 No. 4, 342 (1995).
- [33] J. J. Bartholdi and L. K. Blatzman, Operations Research Lett. 1, 121 (1982).
- [34] S. Lin, Bell Systems Technological Journal 44, 2245 (1965).
- 100 np 150 200
- [1] R. C. Ball, T. M. Fink, and N. E. Bowler, submitted to Physical Review Letters, available at http://arXiv.org/abs/cond-mat/0301179 (unpublished).
- [2] T. W. Jonsbraten, Journal of the operational research society 49, 811 (1998).
- [3] H. Robbins and S. Munro, The annals of mathematical statistics 22, 400 (1951).
- [4] A. Benveniste, M. M´etivier, and P. Priouret, Adaptive algorithms and stochastic approximation (Springer-Verlag, New York, 1990).
- [5] H. J. Kushner and F. J. V´asquez, SIAM Journal on Control and Optimization 34, 712 (1996).
- [6] P. L'Ecuyer and G. Yin, SIAM Journal on Optimization 8 No. 1, 217 (1998).
- [7] H. J. Kushner, SIAM Journal on Applied Mathematics 47, 169 (1987).
- [8] W. B. Gong, Y. C. Ho, and W. Zhai, in Proceedings of the 31st IEEE conference on decision and control (IEEE, PO Box 1331, Piscataway, NJ, 1992), pp. 795-802.
- [9] D. Yan and H. Mukai, SIAM journal on control and optimization 30 No. 3, 594 (1992).
- [10] L. P. Devroye, IEEE Transactions on Information Theory 24, 142 (1978).
- [11] S. Yakowitz and E. Lugosi, SIAM Journal on Scientific and Statistical Computing 11, 702 (1990).
- [12] S. Andrad´ottir, SIAM Journal on Optimization 6 No. 2, 513 (1996).
- [13] J. Haddock and J. Mittenthal, Computers and Industrial Engineering 22 No. 4, 387 (1992).
- [14] A. A. Bulgak and J. L. Sanders, in Proceedings of the 1988 Winter Simulation Conference (IEEE, PO Box 1331, Piscataway, NJ, 1988), pp. 684-690.
- [15] M. H. Alrefaei and S. Andrad´ottir, Management Science 45 No. 5, 748 (1999).
- [16] T. M. A. Khamis, M. A. Ahmed, and V. K. Tuan, European Journal of Operational Research 116 No. 3, 530 (1999).
- [17] W. J. Gutjahr and G. C. Pflug, Journal of global optimization 8, 1 (1996).
- [18] S. B. Gelfand and S. K. Mitter, J. Optimization Theory and Applications 62, 49 (1989).
- [19] S. Rees and R. C. Ball, J. Phys. A 20, 1239 (1987).
- [20] J. D. Nulton and P. Salamon, Phys. Rev. A 37 No. 4, 1351 (1988).
- [21] P. Salamon, J. D. Nulton, J. R. Harland, J. Pedersen, G. Ruppiener, and L. Liao, Computer Physics Communications 49, 423 (1988).
- [22] D. J. Bertsimas, P. Jaillet, and A. R. Odoni, Operations Research 38 No. 6, 1019 (1990).
- [23] J. Beardwood, J. H. Halton, and J. M. Hammersley, Proceedings of the Cambridge Philosophical Society 55, 299 (1959).
- [24] J. M. Steele, Annals of Probability 9, 365 (1981).
- [25] J. Lee and M. Y. Choi, Phys. Rev. E 50, R651 (1994).
- [26] P. Jaillet, Ph.D. thesis, M.I.T., 1985.
- [27] P. Jaillet, Operations research 36, 929 (1988).
- [28] D. J. Bertsimas and L. H. Howell, Eur. J. of Operational Research 65, 68 (1993).
- [29] G. Laporte, F. V. Louveaux, and H. Mercure, Operations research 42 No. 3, 543 (1994).
- [30] D. J. Bertsimas, Ph.D. thesis, M.I.T., 1988.
- [31] F. A. Rossi and I. Gavioli, in Advanced school on stochastics in combinatorial optimization, edited by G. Andreatta, F. Mason, and P. Serafini (World Scientific, Singapore, 1987), pp. 214-227.
- [32] D. J. Bertsimas, P. Chervi, and M. Peterson, Transportation science 29 No. 4, 342 (1995).
- [33] J. J. Bartholdi and L. K. Blatzman, Operations Research Lett. 1, 121 (1982).
- [34] S. Lin, Bell Systems Technological Journal 44, 2245 (1965).
- 100 np 150 200