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Rollout Algorithms for Discrete Optimization: A Survey

Reference work entry

Abstract

This chapter discusses rollout algorithms, a sequential approach to optimization problems, whereby the optimization variables are optimized one after the other. A rollout algorithm starts from some given heuristic and constructs another heuristic with better performance than the original. The method is particularly simple to implement and is often surprisingly effective. This chapter explains the method and its properties for discrete deterministic optimization problems.

Keywords

Destination Node Model Predictive Control Local Search Method Policy Iteration Origin Node 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Laboratory for Information and Decision SystemsMassachusetts Institute of TechnologyCambridge, MAUSA

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