Converging marriage in honey-bees optimization and application to stochastic dynamic programming

被引:31
作者
Chang, Hyeong Soo
机构
[1] Sogang Univ, Dept Comp Sci & Engn, Seoul 121742, South Korea
[2] Sogang Univ, Program Integrated Biotechnol, Seoul, South Korea
关键词
honey-bees optimization; Markov decision process; policy iteration; stochastic dynamic programming; swarm intelligence;
D O I
10.1007/s10898-005-5608-4
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we first refine a recently proposed metaheuristic called "Marriage in Honey-Bees Optimization" (MBO) for solving combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value. We then adapt MBO into an algorithm called "Honey-Bees Policy Iteration" (HBPI) for solving infinite horizon-discounted cost stochastic dynamic programming problems and show that HBPI also converges to the optimal value.
引用
收藏
页码:423 / 441
页数:19
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