Multi-Actor Markov Decision Processes

Multi-Actor Markov Decision Processes

We give a very general reformulation of multi-actor Markov decision processes and show that there is a tendency for the actors to take the same action whenever possible. This considerably reduces the complexity of the problem, either facilitating numerical computation of the optimal policy or provid...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of applied probability 2005-03, Vol.42 (1), p.15-26
Hauptverfasser: Ahn, Hyun-Soo, Righter, Rhonda
Format: Artikel
Sprache:eng
Schlagworte:
90B22
90C40
Applications
Decision making
Exact sciences and technology
flexible server
Greedy algorithms
Heuristic
Inference from stochastic processes
time series analysis
Markov analysis
Markov decision process
Markov processes
Mathematics
multiarmed bandit
Network servers
Optimal policy
Probability and statistics
Probability theory and stochastic processes
Queueing networks
Random variables
Research Papers
Scheduling
Sciences and techniques of general use
Statistics
Studies
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We give a very general reformulation of multi-actor Markov decision processes and show that there is a tendency for the actors to take the same action whenever possible. This considerably reduces the complexity of the problem, either facilitating numerical computation of the optimal policy or providing a basis for a heuristic.
ISSN:0021-9002
1475-6072
DOI:10.1239/jap/1110381367