DocumentCode
1639036
Title
Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the Cross-Entropy method
Author
Polushina, T.V.
Author_Institution
Dept. of Phys. & Math., Mari State Univ., Yoshkar-Ola
fYear
2009
Firstpage
1668
Lastpage
1674
Abstract
The best choice problem is an important class of the theory of optimal stopping rules. In this article, we present the cross-entropy method for solving the multiple best choice problem with the minimal expected ranks of selected objects. Computational results showed that the cross-entropy method is producing high-quality solution.
Keywords
entropy; minimisation; statistical distributions; cross-entropy method; minimal summarized rank; multiple best choice problem; optimal stopping rule; probability distribution; rank minimization problem; Biological system modeling; Environmental factors; Genetic algorithms; Helium; Mathematics; Physics; Random variables; Waste materials;
fLanguage
English
Publisher
ieee
Conference_Titel
Evolutionary Computation, 2009. CEC '09. IEEE Congress on
Conference_Location
Trondheim
Print_ISBN
978-1-4244-2958-5
Electronic_ISBN
978-1-4244-2959-2
Type
conf
DOI
10.1109/CEC.2009.4983142
Filename
4983142
Link To Document