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Type: Journal article
Title: A new policy evaluation algorithm for Markov decision processes with quasi birth-death structure
Author: White, L.
Citation: Stochastic Models, 2005; 21(2-3):785-797
Publisher: Taylor & Francis Inc.
Issue Date: 2005
ISSN: 1532-6349
Abstract: This paper describes a new algorithm for policy evaluation for Markov decision processes (MDP) that possess a quasi birth-death structure. The proposed algorithm is based on matrix analytic methods which use probabilistic concepts associated with restricting the underlying Markov process to certain state subsets. A telecommunications application example shows that the method offers significant computational reduction compared to a standard MDP policy evaluation approach.
Keywords: Matrix analytic methods
Quasi birth-death processes with quasi birthdeath structure.
DOI: 10.1081/STM-200056019
Appears in Collections:Aurora harvest 2
Electrical and Electronic Engineering publications

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