Multi-actor Markov decision processes

Multi-actor Markov decision processes

Hyun-Soo Ahn and Rhonda Righter

Source: J. Appl. Probab. Volume 42, Number 1 (2005), 15-26.

Abstract

We give a very general reformulation of multiactor Markov decision processes and show that there is a tendency for the actors to take the same action whenever possible. This considerably reduces the complexity of the problem, either facilitating numerical computation of the optimal policy or providing a basis for a heuristic.

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Primary Subjects: 90C40

Secondary Subjects: 90B22

Keywords: Markov decision process; multiarmed bandit; flexible server

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1110381367
Digital Object Identifier: doi:10.1239/jap/1110381367
Mathematical Reviews number (MathSciNet): MR2144089
Zentralblatt MATH identifier: 02199089

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