Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the cross-entropy method
Pages 1668 - 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.
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May 2009
3356 pages
ISBN:9781424429585
Publisher
IEEE Press
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Published: 18 May 2009
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