Rollout algorithms for stochastic scheduling problems

DOI10.1023/A:1009634810396zbMath0997.90037OpenAlexW3016548437MaRDI QIDQ1806711

Dimitri P. Bertsekas, David A. Castanon

Publication date: 20 December 1999

Published in: Journal of Heuristics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009634810396

zbMATH Keywords

dynamic programmingcomputational experimentsMonte Carlo simulationheuristic approachrolloutdeterministic quiz problemsstochastic quiz problemsstochastic scheduling problemssuboptimal solution algorithms

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Stochastic scheduling theory in operations research (90B36) Dynamic programming (90C39)

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