Title :
Efficient policies for the problem of optimal node visitation in acyclic stochastic digraphs
Author :
Bountourelis, Theologos ; Reveliotis, Spyros
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
Given a stochastic, acyclic, connected digraph with a single source node and a control agent that repetitively traverses this graph, each time starting from the source node, we want to define a control policy that will enable this agent to visit each of the graph terminal nodes a prespecified number of times, while minimizing the expected number of the graph traversals. In previous work, we formulated this problem as a specially structured Discrete Time Markov Decision Process, and we developed an asymptotically optimal randomized policy. In this work, we develop improved policies by exploiting the special structure of the problem and the relevant theory of suboptimal control.
Keywords :
Markov processes; asymptotic stability; directed graphs; discrete time systems; multi-agent systems; optimal control; stochastic systems; acyclic stochastic digraphs; asymptotically optimal randomized policy; connected digraph; discrete time Markov decision process; graph terminal nodes; graph traversals; optimal node visitation; single source node; source node; suboptimal control; Complexity theory; Cost function; Markov processes; Performance evaluation; Polynomials; Vectors;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6