Title :
A distributed asynchronous algorithm for expected average cost dynamic programming
Author :
Jalali, A. ; Ferguson, M.J.
Author_Institution :
INRS-Telecommun., Verdun, Que., Canada
Abstract :
A distributed asynchronous implementation of the value-iteration algorithm in dynamic programming is presented. The iteration step is carried out by a number of processors, each iterating on a subset of the value function vector. Each processor transmits its computed coordinates to other processors. The algorithm converges when the different processors iterate at different speeds. The information received by a processor regarding other coordinates may be outdated, and there may be an unpredictable delay in receiving information from other processors
Keywords :
distributed processing; dynamic programming; iterative methods; statistical analysis; distributed asynchronous algorithm; expected average cost dynamic programming; value function vector; value-iteration algorithm; Business; Communication networks; Cost function; Delay; Dynamic programming; Heuristic algorithms; Iterative algorithms; Out of order;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203839
