ON THE GENERATION OF MARKOV DECISION-PROCESSES

Citation
Tw. Archibald et al., ON THE GENERATION OF MARKOV DECISION-PROCESSES, The Journal of the Operational Research Society, 46(3), 1995, pp. 354-361
Citations number
11
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
ISSN journal
01605682
Volume
46
Issue
3
Year of publication
1995
Pages
354 - 361
Database
ISI
SICI code
0160-5682(1995)46:3<354:OTGOMD>2.0.ZU;2-O
Abstract
Comparisons of the performance of solution algorithms for Markov decis ion processes rely heavily on problem generators to provide sizeable s ets of test problems. Existing generation techniques allow little cont rol over the properties of the test problems and often result in probl ems which are not typical of real-world examples. This paper identifie s the properties of Markov decision processes which affect the perform ance of solution algorithms, and also describes a new problem generati on technique which allows all of these properties to be controlled.