Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the cross-entropy method

  • Authors:
  • T. V. Polushina

  • Affiliations:
  • Department of Physics and Mathematics, Mari State University, Yoshkar-Ola, Russia

  • Venue:
  • CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
  • Year:
  • 2009

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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.