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Rollout Algorithms for Combinatorial Optimization (1997)

Bertsekas, Dimitri P. ; Tsitsiklis, John N. ; Wu, Cynara

Springer

Journal of heuristics 3 (1997), S. 245-262

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ISSN: 1572-9397

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract We consider the approximate solution of discrete optimization problems using procedures that are capable of magnifying the effectiveness of any given heuristic algorithm through sequential application. In particular, we embed the problem within a dynamic programming framework, and we introduce several types of rollout algorithms, which are related to notions of policy iteration. We provide conditions guaranteeing that the rollout algorithm improves the performance of the original heuristic algorithm. The method is illustrated in the context of a machine maintenance and repair problem.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1009635226865

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