An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function.
Andrey A. KrasovskiiAlexander M. TarasyevPublished in: Appl. Math. Comput. (2008)
Keyphrases
- optimal or near optimal
- benchmark problems
- optimal solution
- worst case
- dynamic programming
- approximate solutions
- learning algorithm
- detection algorithm
- monte carlo
- greedy algorithms
- exact solution
- np hard
- globally optimal solutions
- approximation schemes
- k means
- linear programming
- exhaustive search
- cost function
- locally optimal
- globally optimal
- test problems
- probabilistic model
- search space
- optimization problems
- partial solutions
- computational cost
- optimality criteria
- combinatorial optimisation
- similarity measure
- search algorithm
- similar problems
- control policy
- computational complexity
- neural network
- preprocessing
- np complete
- segmentation algorithm
- solution quality
- lower bound
- convergence rate
- search methods
- combinatorial optimization
- matching algorithm