Abstract
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.
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Chang, H.S. Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming. J Glob Optim 35, 423–441 (2006). https://doi.org/10.1007/s10898-005-5608-4
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DOI: https://doi.org/10.1007/s10898-005-5608-4