Journal of Heuristics

, Volume 3, Issue 3, pp 245–262

Rollout Algorithms for Combinatorial Optimization

  • Dimitri P. Bertsekas
  • John N. Tsitsiklis
  • Cynara Wu
Article

DOI: 10.1023/A:1009635226865

Cite this article as:
Bertsekas, D.P., Tsitsiklis, J.N. & Wu, C. Journal of Heuristics (1997) 3: 245. doi:10.1023/A:1009635226865

Abstract

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.

Copyright information

© Kluwer Academic Publishers 1997

Authors and Affiliations

  • Dimitri P. Bertsekas
    • 1
  • John N. Tsitsiklis
    • 1
  • Cynara Wu
    • 1
  1. 1.Department of Electrical Engineering and Computer ScienceM.I.T.Cambridge