Static and Dynamic Portfolio Methods for Optimal Planning: An Empirical Analysis

Mattia Rizzini, Chris Fawcett, Mauro Vallati, Alfonso E. Gerevini, Holger H. Hoos

Research output: Contribution to journalArticlepeer-review

13 Citations (Scopus)


Combining the complementary strengths of several algorithms through portfolio approaches has been demonstrated to be effective in solving a wide range of AI problems. Notably, portfolio techniques have been prominently applied to suboptimal (satisficing) AI planning.

Here, we consider the construction of sequential planner portfolios for domainindependent optimal planning. Specifically, we introduce four techniques (three of which are dynamic) for per-instance planner schedule generation using problem instance features, and investigate the usefulness of a range of static and dynamic techniques for combining planners. Our extensive empirical analysis demonstrates the benefits of using static and dynamic sequential portfolios for optimal planning, and provides insights on the most suitable conditions for their fruitful exploitation.
Original languageEnglish
Article number1760006
Number of pages27
JournalInternational Journal on Artificial Intelligence Tools
Issue number01
Publication statusPublished - 23 Feb 2017


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