Name
Title | ||
|---|---|---|
Parameter-Free Sampled Fictitious Play for Solving Deterministic Dynamic Programming Problems |
Abstract | ||
|---|---|---|
In this paper, we present a parameter-free variation of the Sampled Fictitious Play algorithm that facilitates fast solution of deterministic dynamic programming problems. Its random tie-breaking procedure imparts a natural randomness to the algorithm which prevents it from \"getting stuck\" at a local optimal solution and allows the discovery of an optimal path in a finite number of iterations. Furthermore, we illustrate through an application to maritime navigation that, in practice, a parameter-free Sampled Fictitious Play algorithm finds a high-quality solution after only a few iterations, in contrast with traditional methods. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1007/s10957-015-0798-5 | Journal of Optimization Theory and Applications |
Keywords | Field | DocType |
Sampled fictitious play, Dynamic programming, Maritime navigation, 90C39, 91A80, 68W10 | Dynamic programming,Mathematical optimization,Fictitious play,Finite set,Algorithm,Maritime navigation,Mathematics,Randomness | Journal |
Volume | Issue | ISSN |
169 | 2 | 1573-2878 |
Citations | PageRank | References |
0 | 0.34 | 23 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Irina S. Dolinskaya | 1 | 31 | 4.46 |
| Marina A. Epelman | 2 | 209 | 18.62 |
| Esra Sisikoglu | 3 | 28 | 2.49 |
| Robert L. Smith | 4 | 664 | 123.86 |