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Multi-Actor Markov Decision Processes

Part of: Operations research and management science

Published online by Cambridge University Press:  14 July 2016

Hyun-Soo Ahn  and
Rhonda Righter
Hyun-Soo Ahn*
Affiliation:
University of Michigan
Rhonda Righter*
Affiliation:
University of California, Berkeley
*
∗Postal address: Operations and Management Science, University of Michigan Business School, 701 Tappan Street, Ann Arbor, MI 48109-1234, USA. Email address: hsahn@umich.edu
∗∗Postal address: Department of Industrial Engineering and Operations Research, University of California, Berkeley, CA 94720, USA. Email address: rrighter@ieor.berkeley.edu
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Abstract

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We give a very general reformulation of multi-actor 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.

Keywords

Markov decision processmultiarmed banditflexible server

MSC classification

Secondary: 90C40: Markov and semi-Markov decision processes 90B22: Queues and service
Type
Research Papers
Information
Journal of Applied Probability , Volume 42 , Issue 1 , March 2005 , pp. 15 - 26
Copyright
© Applied Probability Trust 2005 

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