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An investigation into the use of simulation for solving large-scale Markov decision processes.

机译:关于使用模拟解决大规模马尔可夫决策过程的研究。

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摘要

This dissertation examines the use of simulation as a tool for generating solutions to large-scale Markov decision processes (MDPs). In particular, it investigates the development of a simulation-based approach to generating aggregated MDP models which we call the Simulation for Model Generation (SMG) algorithm. Theoretical considerations of this approach are discussed, including the convergence behavior of the algorithm, as are issues surrounding the potential loss of the Markov property due to state space aggregation. The simulation methodology is then applied to two different application problems: a telephone network routing example and an inventory control example. An analysis of each of these problems is provided, and a series of exploratory tests are used to examine the behavior of the SMG algorithm in each case. Results of this preliminary testing demonstrate that simulation is able to capture the underlying behavior of a given system and that it can help produce very effective policy solutions even in situations in which very little specific problem information is provided.
机译:本文探讨了模拟作为生成大型马尔可夫决策过程(MDP)解决方案的工具的用途。特别是,它研究了一种基于仿真的方法来生成聚合MDP模型的发展,我们将其称为“模型生成仿真(SMG)”算法。讨论了这种方法的理论考虑,包括算法的收敛行为,以及由于状态空间聚集而导致的马尔可夫性质潜在损失的问题。然后将模拟方法应用于两个不同的应用问题:电话网络路由示例和库存控制示例。提供了对每个问题的分析,并使用了一系列探索性测试来检查每种情况下SMG算法的行为。初步测试的结果表明,仿真能够捕获给定系统的基本行为,并且即使在提供的具体问题信息很少的情况下,它也可以帮助产生非常有效的策略解决方案。

著录项

  • 作者

    Zobel, Christopher William.;

  • 作者单位

    University of Virginia.;

  • 授予单位 University of Virginia.;
  • 学科 Operations Research.; Engineering System Science.; Mathematics.
  • 学位 Ph.D.
  • 年度 1998
  • 页码 240 p.
  • 总页数 240
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 运筹学;系统科学;数学;
  • 关键词

  • 入库时间 2022-08-17 11:48:46

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