A distributed asynchronous algorithm for expected average cost dynamic programming

A distributed asynchronous implementation of the value-iteration algorithm in dynamic programming is presented. The iteration step is carried out by a number of processors, each iterating on a subset of the value function vector. Each processor transmits its computed coordinates to other processors....

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Bibliographic Details
Published in:29th IEEE Conference on Decision and Control pp. 1394 - 1395 vol.3
Main Authors: Jalali, A., Ferguson, M.J.
Format: Conference Proceeding
Language:English
Published: IEEE 1990
Subjects:
Business
Communication networks
Cost function
Delay
Dynamic programming
Heuristic algorithms
Iterative algorithms
Out of order
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Summary:A distributed asynchronous implementation of the value-iteration algorithm in dynamic programming is presented. The iteration step is carried out by a number of processors, each iterating on a subset of the value function vector. Each processor transmits its computed coordinates to other processors. The algorithm converges when the different processors iterate at different speeds. The information received by a processor regarding other coordinates may be outdated, and there may be an unpredictable delay in receiving information from other processors.< >
DOI:10.1109/CDC.1990.203839