- Tytuł:
- Solving Markov decision processes by d-graph algorithms
- Autorzy:
- Kátai, Z.
- Powiązania:
- https://bibliotekanauki.pl/articles/205688.pdf
- Data publikacji:
- 2012
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
Markov decision processes
dynamic programming
graph representation
graph algorithms
optimization problems - Opis:
- Markov decision processes (MDPs) provide a mathematical model for sequential decisionmaking (sMDP/dMDP: stochastic/ deterministic MDP). We introduce the concept of generalized dMDP (g-dMDP) where each action may result in more than one next (parallel or clone) state. The common tools to represent dMDPs are digraphs, but these are inadequate for sMDPs and g-dMDPs. We introduce d-graphs as general tools to represent all the above mentioned processes (stationary versions). We also present a combined d-graph algorithm that implements dynamic programming strategies to find optimal policies for the finite/infinite horizon versions of these Markov processes. (The preliminary version of this paper was presented at the Conference MACRo 2011.)
- Źródło:
-
Control and Cybernetics; 2012, 41, 3; 577-593
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł