Title :
Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the Cross-Entropy method
Author_Institution :
Dept. of Phys. & Math., Mari State Univ., Yoshkar-Ola
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;
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
DOI :
10.1109/CEC.2009.4983142
