A Modified Value Iteration Algorithm for Discounted Markov Decision Processes
Sanaa Chafik, Cherki Daoui · Journal of Electronic Commerce in Organizations · 2015
As many real applications need a large amount of states, the classical methods are intractable for solving large Markov Decision Processes. The decomposition technique basing on the topology of each state in the associated graph and the parallelization technique are very useful methods to cope with this problem. In this paper, the authors propose a Modified Value Iteration algorithm, adding the parallelism technique. They test their implementation on artificial data using an Open MP that offers a significant speed-up.