A multicriteria competitive Markov decision process
Loading...
Date
2021
Authors
Левченко, Іларія
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
The course work is devoted to A multicriteria competitive Markov decision
process; proposed software implementation of their solution.
The work consists of an introduction, the main part that consists of six
sections, a conclusion, a list of used sources and an appendix.
Relevance. The modern-day world makes people face more and more
complicated problems which require a solution and the price of mistake for them
can be really high. Besides that, nowadays there is so much data that making a
decision based on that intuitively and without analysis and math is not an option
anymore. The multicriteria Markov decision process is much more similar to reallife than some other common games and decision models – choosing one of the
available actions without knowing action chosen by the opponent as well as having
vector reward rather than single reward are both much more common in a real
application. However, solving such problems as they are is complicated. Therefore
in this paper considered algorithm to transform them into linear programming
problems, which have more well-known solution algorithms.
The object of the study is a multicriteria Markov decision process.
The subject of the study is an algorithm for solving the multicriteria
competitive β-discounted Markov decision model.
Purpose to study multicriteria competitive Markov decision games and
algorithm to solve them.
Theoretical research methods were used in the study; information from
various scientific sources is analyzed, compared and summarized.
Description
Keywords
Markov decision processes, multiple noncomparable criteria vector, software implementation, master thesis