On modification of population-based search algorithms for convergence in stochastic combinatorial optimization

DOI10.1080/02331934.2014.883511MaRDI QIDQ2808309zbMATH OpenOpenAlexFDO

Authors Hyeong Soo Chang

Publication date 23 May 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2014.883511

zbMATH Keywords

convergencemulti-armed banditstochastic combinatorial optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Combinatorial optimization (90C27) Stochastic programming (90C15) Stochastic learning and adaptive control (93E35)

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Cites work

• Asymptotically efficient adaptive allocation rules
• Convergence results for single-step on-policy reinforcement-learning algorithms
• Efficient algorithms for online decision problems
• Evolutionary Policy Iteration Under a Sampling Regime for Stochastic Combinatorial Optimization
• Finite-time analysis of the multiarmed bandit problem
• Ordinal optimisation and simulation
• Recent trends in metaheuristics for stochastic combinatorial optimization
• Simulated annealing for noisy cost functions
• The sample average approximation method for stochastic discrete optimization

Cited in

(2)

• Population migration: A meta-heuristics for stochastic approaches to constraint satisfaction problems
• On the convergence of a population-based global optimization algorithm

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