• DocumentCode
    2584502
  • Title

    A dynamic programming algorithm for decentralized Markov decision processes with a broadcast structure

  • Author

    Wu, Jeff ; Lall, Sanjay

  • Author_Institution
    Dept. of Electr. Eng., Stanford Univ., Stanford, CA, USA
  • fYear
    2010
  • fDate
    15-17 Dec. 2010
  • Firstpage
    6143
  • Lastpage
    6148
  • Abstract
    We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast information structure that consists of a central node that only has access to its own state but can affect several outer nodes, while each outer node has access to both its own state and the central node´s state, but cannot affect the other nodes. The solution to this problem involves a dynamic program similar to that of a centralized partially-observed Markov decision process.
  • Keywords
    Markov processes; decentralised control; dynamic programming; broadcast structure; decentralized Markov decision process; dynamic programming; finite-horizon Markov decision process; partially-observed Markov decision process; Cost function; Heuristic algorithms; History; Joints; Markov processes; Optimal control; Process control;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2010 49th IEEE Conference on
  • Conference_Location
    Atlanta, GA
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4244-7745-6
  • Type

    conf

  • DOI
    10.1109/CDC.2010.5718187
  • Filename
    5718187