Article ID: | iaor20084091 |
Country: | Netherlands |
Volume: | 175 |
Issue: | 2 |
Start Page Number: | 1164 |
End Page Number: | 1179 |
Publication Date: | Dec 2006 |
Journal: | European Journal of Operational Research |
Authors: | Kristensen Anders Ringgaard, Nielsen Lars Relund |
Keywords: | programming: dynamic |
Directed hypergraphs represent a general modelling and algorithmic tool, which have been successfully used in many different research areas such as artificial intelligence, database systems, fuzzy systems, propositional logic and transportation networks. However, modelling Markov decision processes using directed hypergraphs has not yet been considered. In this paper we consider finite-horizon Markov decision processes (MDPs) with finite state and action space and present an algorithm for finding the