TY - GEN
T1 - Distributed asynchronous policy iteration in dynamic programming
AU - Bertsekas, Dimitri P.
AU - Yu, Huizhen
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2010
Y1 - 2010
N2 - We consider the distributed solution of dynamic programming (DP) problems by policy iteration. We envision a network of processors, each updating asynchronously a local policy and a local cost function, defined on a portion of the state space. The computed values are communicated asynchronously between processors and are used to perform the local policy and cost updates. The natural algorithm of this type can fail even under favorable circumstances, as shown by Williams and Baird [WiB93]. We propose an alternative and almost as simple algorithm, which converges to the optimum under the most general conditions, including asynchronous updating by multiple processors using outdated local cost functions of other processors.
AB - We consider the distributed solution of dynamic programming (DP) problems by policy iteration. We envision a network of processors, each updating asynchronously a local policy and a local cost function, defined on a portion of the state space. The computed values are communicated asynchronously between processors and are used to perform the local policy and cost updates. The natural algorithm of this type can fail even under favorable circumstances, as shown by Williams and Baird [WiB93]. We propose an alternative and almost as simple algorithm, which converges to the optimum under the most general conditions, including asynchronous updating by multiple processors using outdated local cost functions of other processors.
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U2 - 10.1109/ALLERTON.2010.5707073
DO - 10.1109/ALLERTON.2010.5707073
M3 - Conference contribution
AN - SCOPUS:79952387239
SN - 9781424482146
T3 - 2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
SP - 1368
EP - 1375
BT - 2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
T2 - 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
Y2 - 29 September 2010 through 1 October 2010
ER -