Distributed Asynchronous Policy Iteration in Dynamic Programming
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Bertsekas_Distributed asynchronous.pdf
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Author(s)
Bertsekas, Dimitri P.
Yu, Huizhen
Date Issued
September 2010
Journal
Allerton Conference on Communication, Control, and Computing. Proceedings, 48th, 2010
Publisher
University of Illinois at Urbana-Champaign
Citation
Bertsekas, Dimitri P. and Huizhen Yu. “Distributed asynchronous policy iteration in dynamic programming.” 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton). Monticello, IL, USA, 2010. 1368-1375.
Version
Author's final manuscript
Abstract
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multiple processors using outdated local cost functions of other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.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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DOI of Published Version
http://eprints.pascal-network.org/archive/00008065/
