Improved techniques for stochastic combinatorial optimization

Details Improved techniques for stochastic combinatorial optimization Improved techniques for stochastic combinatorial optimization

G - Physics

06

F

G06F 17/11 (2006.01)

Patent

CA 2716308

In one exemplary embodiment, a method includes: modeling, by at least one processor, a problem as an approximated exogenous Markov decision process (X-MDP); converting, by the at least one processor, the approximated X-MDP into a Markov decision process (MDP); solving, by the at least one processor, the MDP using at least one search algorithm to obtain a decision; and returning, by the at least one processor, the decision.

Dans un mode de réalisation à titre d'exemple, un procédé comprend les opérations consistant à : modéliser, par au moins un processeur, un problème sous forme de processus de décision de Markov exogène (X-MDP) approximé; convertir, par le au moins un processeur, le X-MDP approximé en un processus de décision de Markov (MDP); résoudre, par le au moins un processeur, le MDP à l'aide d'au moins un algorithme de recherche pour obtenir une décision; et renvoyer, par le au moins un processeur, la décision.

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