Evolutionary policy iteration under a sampling regime for stochastic combinatorial optimization

IEEE Transactions on Automatic Control

Volumn 55, Issue 5, 2010, Pages 1254-1257

  Hannah, Lauren A ^a   Powell, Warren B ^a  

^a Princeton University   (United States)

Author keywords

Combinatorial optimization; Evolutionary policy iteration (EPI); Monte Carlo (MC); Stochastic optimization

Indexed keywords

ACTION SPACES; DISCRETE STOCHASTIC OPTIMIZATION; EVOLUTIONARY POLICY ITERATION; INFINITE HORIZONS; MARKOV DECISION PROCESSES; MONTE CARLO; OPTIMAL ACTIONS; POLICY SELECTION; SAMPLING SCHEDULE; STOCHASTIC COMBINATORIAL OPTIMIZATION; STOCHASTIC OPTIMIZATION; STOCHASTIC OPTIMIZATIONS;

COMBINATORIAL OPTIMIZATION; MARKOV PROCESSES; MONTE CARLO METHODS;

STOCHASTIC SYSTEMS;

EID: 77952199276     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2010.2042766     Document Type: Article

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