Article ID: | iaor19961800 |
Country: | Netherlands |
Volume: | 67 |
Issue: | 2 |
Start Page Number: | 188 |
End Page Number: | 203 |
Publication Date: | Jun 1993 |
Journal: | European Journal of Operational Research |
Authors: | McKinnon K.I.M., Thomas L.C., Archibald T.W. |
Keywords: | programming: dynamic |
This paper examines several serial value iteration solution algorithms for Markov decision processes and develops efficient analogous parallel algorithms. The results include a comparison of the computational performance of both the serial and the parallel algorithms and explain how the performance depends upon the properties of the problems being solved.