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A Modified Value Iteration Algorithm for Discounted Markov Decision Processes

A Modified Value Iteration Algorithm for Discounted Markov Decision Processes

Sanaa Chafik, Cherki Daoui
Copyright: © 2015 |Volume: 13 |Issue: 3 |Pages: 11
ISSN: 1539-2937|EISSN: 1539-2929|EISBN13: 9781466675636|DOI: 10.4018/JECO.2015070104
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MLA

Chafik, Sanaa, and Cherki Daoui. "A Modified Value Iteration Algorithm for Discounted Markov Decision Processes." JECO vol.13, no.3 2015: pp.47-57. http://doi.org/10.4018/JECO.2015070104

APA

Chafik, S. & Daoui, C. (2015). A Modified Value Iteration Algorithm for Discounted Markov Decision Processes. Journal of Electronic Commerce in Organizations (JECO), 13(3), 47-57. http://doi.org/10.4018/JECO.2015070104

Chicago

Chafik, Sanaa, and Cherki Daoui. "A Modified Value Iteration Algorithm for Discounted Markov Decision Processes," Journal of Electronic Commerce in Organizations (JECO) 13, no.3: 47-57. http://doi.org/10.4018/JECO.2015070104

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Abstract

As many real applications need a large amount of states, the classical methods are intractable for solving large Markov Decision Processes. The decomposition technique basing on the topology of each state in the associated graph and the parallelization technique are very useful methods to cope with this problem. In this paper, the authors propose a Modified Value Iteration algorithm, adding the parallelism technique. They test their implementation on artificial data using an Open MP that offers a significant speed-up.

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