کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4631247 1340619 2010 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A variable neighborhood search based algorithm for finite-horizon Markov Decision Processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A variable neighborhood search based algorithm for finite-horizon Markov Decision Processes
چکیده انگلیسی
This paper considers the application of a variable neighborhood search (VNS) algorithm for finite-horizon (H stages) Markov Decision Processes (MDPs), for the purpose of alleviating the “curse of dimensionality” phenomenon in searching for the global optimum. The main idea behind the VNSMDP algorithm is that, based on the result of the stage just considered, the search for the optimal solution (action) of state x in stage t is conducted systematically in variable neighborhood sets of the current action. Thus, the VNSMDP algorithm is capable of searching for the optimum within some subsets of the action space, rather than over the whole action set. Analysis on complexity and convergence attributes of the VNSMDP algorithm are conducted in the paper. It is shown by theoretical and computational analysis that, the VNSMDP algorithm succeeds in searching for the global optimum in an efficient way.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 217, Issue 7, 1 December 2010, Pages 3480-3492
نویسندگان
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