SERIAL AND PARALLEL VALUE-ITERATION ALGORITHMS FOR DISCOUNTED MARKOV DECISION-PROCESSES

被引：2

作者：

ARCHIBALD, TW ^{[1
]}

MCKINNON, KIM ^{[1
]}

THOMAS, LC ^{[1
]}

机构：

[1] UNIV EDINBURGH,DEPT BUSINESS STUDIES,EDINBURGH EH9 3JZ,MIDLOTHIAN,SCOTLAND

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1993年 / 67卷 / 02期

关键词：

MARKOV DECISION PROCESSES; DYNAMIC PROGRAMMING; PARALLEL PROGRAMMING; TRANSPUTERS;

D O I：

10.1016/0377-2217(93)90061-Q

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：188 / 203

页数：16

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