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A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure.
- Source :
- Stochastic Models; May2005, Vol. 21 Issue 2/3, p785-797, 13p, 1 Graph
- Publication Year :
- 2005
-
Abstract
- This paper describes a new algorithm for policy evaluation for Markov decision processes (MDP) that possess a quasi birth-death structure. The proposed algorithm is based on matrix analytic methods which use probabilistic concepts associated with restricting the underlying Markov process to certain state subsets. A telecommunications application example shows that the method offers significant computational reduction compared to a standard MDP policy evaluation approach. [ABSTRACT FROM AUTHOR]
- Subjects :
- ALGORITHMS
ALGEBRA
FOUNDATIONS of arithmetic
MARKOV processes
STOCHASTIC processes
Subjects
Details
- Language :
- English
- ISSN :
- 15326349
- Volume :
- 21
- Issue :
- 2/3
- Database :
- Complementary Index
- Journal :
- Stochastic Models
- Publication Type :
- Academic Journal
- Accession number :
- 17539979
- Full Text :
- https://doi.org/10.1081/STM-200056019