A Hybrid Monte Carlo Local Branching Algorithm for the Single Vehicle Routing Problem with Stochastic Demands.
Walter ReiMichel GendreauPatrick SorianoPublished in: Transp. Sci. (2010)
Keyphrases
- monte carlo
- importance sampling
- stochastic approximation
- simulation study
- detection algorithm
- optimal solution
- monte carlo simulation
- worst case
- markov chain
- simulated annealing
- particle filter
- adaptive sampling
- learning algorithm
- computational complexity
- temporal difference
- optimal strategy
- np hard
- dynamic programming
- expectation maximization
- bayesian framework
- game tree
- matrix inversion
- monte carlo methods
- markovian decision