Revised June 1997 Rollout Algorithms for Combinatorial Optimization
نویسندگان
چکیده
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. 1 Research supported by NSF under Grant DMI-9625489. 2 Dept. of Electrical Engineering and Computer Science, M.I.T., Cambridge, Mass., 02139. 1
منابع مشابه
Rollout Algorithms for Combinatorial Optimization
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 cond...
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