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dc.contributor.authorZhao, Qiu Hongen
dc.contributor.authorBrimberg, Jacken
dc.contributor.authorMladenović, Nenaden
dc.date.accessioned2020-05-02T16:42:08Z-
dc.date.available2020-05-02T16:42:08Z-
dc.date.issued2010-12-01en
dc.identifier.issn0096-3003en
dc.description.abstractThis paper considers the application of a variable neighborhood search (VNS) algorithm for finite-horizon (H stages) Markov Decision Processes (MDPs), for the purpose of alleviating the "curse of dimensionality" phenomenon in searching for the global optimum. The main idea behind the VNSMDP algorithm is that, based on the result of the stage just considered, the search for the optimal solution (action) of state x in stage t is conducted systematically in variable neighborhood sets of the current action. Thus, the VNSMDP algorithm is capable of searching for the optimum within some subsets of the action space, rather than over the whole action set. Analysis on complexity and convergence attributes of the VNSMDP algorithm are conducted in the paper. It is shown by theoretical and computational analysis that, the VNSMDP algorithm succeeds in searching for the global optimum in an efficient way.en
dc.publisherElsevier-
dc.relationNational Natural Science Foundation of China, Projects No. 70771001 and No. 70821061-
dc.relationNew Century Excellent Talents in University of China, Project No. NCET-07-0049-
dc.relationChina Scholarship Council (CSC), Project No. 2005 A 03010-
dc.relation.ispartofApplied Mathematics and Computationen
dc.subjectFinite horizon | Markov Decision Processes (MDPs) | Metaheuristics | Variable action set | Variable neighborhood search (VNS)en
dc.titleA variable neighborhood search based algorithm for finite-horizon Markov Decision Processesen
dc.typeArticleen
dc.provenanceElsevier-
dc.identifier.doi10.1016/j.amc.2010.09.018en
dc.identifier.scopus2-s2.0-78049277871en
dc.relation.firstpage3480en
dc.relation.lastpage3492en
dc.relation.issue7en
dc.relation.volume217en
dc.description.rankM21-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.orcid0000-0001-6655-0409-
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