Serial and parallel value iteration algorithms for discounted Markov decision processes

Serial and parallel value iteration algorithms for discounted Markov decision processes

This paper examines several serial value iteration solution algorithms for Markov decision processes and develops efficient analogous parallel algorithms. The results include a comparison of the computational performance of both the serial and the parallel algorithms and explain how the performance...

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Veröffentlicht in:European journal of operational research 1993-06, Vol.67 (2), p.188-203
Hauptverfasser: Archibald, T.W., McKinnon, K.I.M., Thomas, L.C.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied sciences
Dynamic programming
Exact sciences and technology
Markov analysis
Markov decision processes
Mathematical programming
Operational research and scientific management
Operational research. Management science
Parallel processing
Parallel programming
Problem solving
Transputers
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Zusammenfassung:This paper examines several serial value iteration solution algorithms for Markov decision processes and develops efficient analogous parallel algorithms. The results include a comparison of the computational performance of both the serial and the parallel algorithms and explain how the performance depends upon the properties of the problems being solved.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(93)90061-Q