• DocumentCode
    3145761
  • Title

    Linear Programming solvers for Markov Decision Processes

  • Author

    Bello, Diego ; Riano, German

  • Author_Institution
    Univ. de Los Andes
  • fYear
    2006
  • fDate
    28-28 April 2006
  • Firstpage
    90
  • Lastpage
    95
  • Abstract
    This paper describes linear programming solvers for Markov decision processes, as an extension to the JMDP program. JMDP is an object-oriented framework to model and solve Markov decision processes (MDP) programmed in Java. The developed solvers work for the discounted cost and average cost criteria. Our solvers are compared with existing value iteration and policy iteration solvers
  • Keywords
    Java; Markov processes; decision theory; iterative methods; linear programming; mathematics computing; JMDP program; Java; Markov decision processes; linear programming solvers; object-oriented framework; policy iteration solvers; value iteration solvers; Costs; Design engineering; Infinite horizon; Inventory management; Java; Linear programming; Log periodic antennas; Object oriented modeling; Optimal control; Systems engineering and theory;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Systems and Information Engineering Design Symposium, 2006 IEEE
  • Conference_Location
    Charlottesville, VA
  • Print_ISBN
    1-4244-0474-6
  • Electronic_ISBN
    1-4244-0474-6
  • Type

    conf

  • DOI
    10.1109/SIEDS.2006.278719
  • Filename
    4055118
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3145761