Average-Case Performance of Rollout Algorithms for Knapsack Problems
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چکیده
منابع مشابه
Average-Case Performance of Rollout Algorithms for Knapsack Problems
Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each decision stage by simulating future events while following a heuristic policy, referred to as the base policy. While in many cases rollout algorithms are guarantee...
متن کاملAverage-Case Performance of Rollout Algorithms for Knapsack Problems: Supplementary Material
The asymptotic result then follows. ∗Corresponding author. Department of Electrical Engineering and Computer Science, Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, MA 02139; [email protected] †Department of Electrical Engineering and Computer Science , Laboratory for Information and Decision Systems, Operations Research Center, Massachusetts Ins...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2014
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-014-0603-x