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
Link To Document