Rollout algorithms for stochastic scheduling problems

DOI10.1023/A:1009634810396zbMATH Open0997.90037OpenAlexW3016548437MaRDI QIDQ1806711FDOQ1806711

Authors: 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

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zbMATH Keywords

dynamic programmingMonte Carlo simulationcomputational experimentsheuristic approachrolloutdeterministic quiz problemsstochastic quiz problemsstochastic scheduling problemssuboptimal solution algorithms

Mathematics Subject Classification ID

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

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• An approximate dynamic programming approach for the vehicle routing problem with stochastic demands
• Approximate receding horizon approach for Markov decision processes: average reward case
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• Sensor control for multi-object state-space estimation using random finite sets
• A survey on metaheuristics for stochastic combinatorial optimization
• Perspectives of approximate dynamic programming
• New Rollout Algorithms for Combinatorial Optimization Problems
• Planning horizons based proactive rescheduling for stochastic resource-constrained project scheduling problems
• Looking ahead with the pilot method
• A novel parallel quantum genetic algorithm for stochastic job shop scheduling
• Simulation-based rolling horizon scheduling for operating theatres
• Analysis of a rollout approach to sequencing problems with stochastic routing applications
• Dynamic parcel pick-up routing problem with prioritized customers and constrained capacity via lower-bound-based rollout approach
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• Partially observable Markov decision process approximations for adaptive sensing
• Augmenting priority rule heuristics with justification and rollout to solve the resource-constrained project scheduling problem
• Average-case performance of rollout algorithms for knapsack problems
• A unified framework for stochastic optimization

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