Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the Cross-Entropy method
Tatiana V. Polushina · 2009
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.