کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1133566 | 1489079 | 2015 | 6 صفحه PDF | دانلود رایگان |
• Compared computational performance of linear programming and the policy iteration.
• Considered only discrete-time infinite-horizon MDPs with discounted reward.
• Used randomly generated test problems and a real-life health-care problem.
• Showed that, unlike previously reported, barrier methods for LP provide a viable tool.
• LP is more effective when the transition probability matrix has a diagonal structure.
We compare the computational performance of linear programming (LP) and the policy iteration algorithm (PIA) for solving discrete-time infinite-horizon Markov decision process (MDP) models with total expected discounted reward. We use randomly generated test problems as well as a real-life health-care problem to empirically show that, unlike previously reported, barrier methods for LP provide a viable tool for optimally solving such MDPs. The dimensions of comparison include transition probability matrix structure, state and action size, and the LP solution method.
Journal: Computers & Industrial Engineering - Volume 87, September 2015, Pages 311–316