Flexible decomposition algorithms for weakly coupled Markov decision problems

  • Authors:
  • Ronald Parr

  • Affiliations:
  • Computer Science Department, Stanford University, Stanford, CA

  • Venue:
  • UAI'98 Proceedings of the Fourteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 1998

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Abstract

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into smaller pieces. The first approach builds a cache of policies for each part of the problem independently, and then combines the pieces in a separate, light-weight step. A second approach also divides the problem into smaller pieces, but information is communicated between the different problem pieces, allowing intelligent decisions to be made about which piece requires the most attention. Both approaches can be used to find optimal policies or approximately optimal policies with provable bounds. These algorithms also provide a framework for the efficient transfer of knowledge across problems that share similar structure.