AES algorithm for Dynamic Knapsack Problems in Capital Budgeting
Dynamic knapsack problems can model many economic phenomenon, such as capital budgeting. An agent based evolutionary search algorithm (AES) is proposed to solve a set of DKP problems which are generated according to dual mapping mechanism. Existing in a grid-like environment, all agents shall compete with their neighborhood to enhance their energy and acquire knowledge through Population-Based Incremental Learning. At the same time, triggered random immigration scheme is introduced into the algorithm to maintain the diversity of the population. Simulation results on a set of dynamic knapsack problems and t-test showed that AES with triggered random immigration scheme can obtain a better performance than several other similar genetic algorithms.
Capital budgeting Dynamic knapsack problem Dynamic evolutionary algorithm Agent
Xiaoling Cui Dazhi Wang Yang Yan
School of Economics and Management, Liaoning Shihua University, Fushun, 113001 School of Information Science and Engineering, Northeastern University, Shenyang, 110004
国际会议
The 22nd China Control and Decision Conference(2010年中国控制与决策会议)
徐州
英文
481-485
2010-05-26（万方平台首次上网日期，不代表论文的发表时间）