Computation Techniques for Large Scale Undiscounted Markov Decision Processes.

Abstract

This paper considers computation techniques associated with the optimization of large scale Markov decision processes. Markov decision processes and successive approximation procedures are described. Then a procedure for scaling continuous time and renewal processes so that they are amenable to the second procedure is discussed. The effect of the scale factor value on the convergence rate of the procedure and insights into proper scale factor selection are given. Finally, various methods of achieving computational efficiency during execution of the optimization are considered.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1978
Accession Number
ADA052895

Entities

People

  • Gary J. Koehler
  • Thom J. Hodgson

Organizations

  • University of Florida

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Computer Programming
  • Convergence
  • Efficiency
  • Eigenvalues
  • Elimination
  • Engineering
  • Equations
  • Evolutionary Algorithms
  • Iterations
  • Markov Processes
  • Optimization
  • Probability
  • Simulations
  • Systems Engineering

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.