Vol. 21 No. 2 (2011)
Artículos de investigación

Nuevo método de aceleración de los procesos de decisión de Markov

Ma. de Guadalupe García-Hernández
José Ruiz-Pinales
Sergio Ledesma-Orozco
J. Gabriel Aviña-Cervantes
Edgar Alvarado-Méndez

Published 2011-08-01

Keywords

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How to Cite

Nuevo método de aceleración de los procesos de decisión de Markov. (2011). Acta Universitaria, 21(2), 50-57. https://doi.org/10.15174/au.2011.38

Abstract

In this paper we propose a new acceleration method for solving Markov decision processes. Value iteration is a classical algorithm for solving Markov decision processes, but this algorithm and its variants are quite slow for discount factors close to one and their convergence properties depend to a great extent on a good state update order. Recently, it has been shown that improved topological value iteration presents a good convergence speed thanks to the use of an improved topological ordering algorithm. Nevertheless, the drawback of this algorithm is due to its memory requirements. So, we present a different method to obtain a good state backup order with less memory requirements. Experimental results obtained on a stochastic shortest path problem are presented.

References