Using linear programming duality for solving finite horizon Dec-POMDPs
Identifieur interne : 004632 ( Main/Merge ); précédent : 004631; suivant : 004633Using linear programming duality for solving finite horizon Dec-POMDPs
Auteurs : Raghav Aras [France] ; Alain Dutech [France] ; François Charpillet [France]Source :
Abstract
This paper studies the problem of finding an optimal finite horizon joint policy for a decentralized partially observable Markov decision process (Dec-POMDP). We present a new algorithm for finding an optimal joint policy. The algorithm is based on the fact that the necessary condition for a joint policy to be optimal is that it be locally optimal (that is, a Nash equilibrium). Through the application of linear programming duality, the necessary condition can be transformed to a nonlinear program which can then further be transformed to a 0-1 mixed integer linear program (MILP) whose optimal solution is an optimal joint policy (in the sequence form). The proposed algorithm thus consists of solving this 0-1 MILP. Computational experience of the 0-1 MILP on two and three agent DEC-POMDPs gives mixed results. On some problems it is faster than existing algorithms, on others it is slower.
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type="university">Université Nancy 2</orgName><orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName><placeName><settlement type="city">Nancy</settlement><region type="region" nuts="2">Grand Est</region><region type="old region" nuts="2">Lorraine (région)</region></placeName><orgName type="university">Institut national polytechnique de Lorraine</orgName><orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName></affiliation></author><author><name sortKey="Charpillet, Francois" sort="Charpillet, Francois" uniqKey="Charpillet F" first="François" last="Charpillet">François Charpillet</name><affiliation wicri:level="1"><hal:affiliation type="researchteam" xml:id="struct-2355" status="OLD"><idno type="RNSR">200218290B</idno><orgName>Autonomous intelligent machine</orgName><orgName type="acronym">MAIA</orgName><desc><address><country key="FR"></country></address><ref type="url">http://www.inria.fr/equipes/maia</ref></desc><listRelation><relation active="#struct-160" type="direct"></relation><relation name="UMR7503" active="#struct-441569" type="indirect"></relation><relation active="#struct-300009" type="indirect"></relation><relation active="#struct-300291" type="indirect"></relation><relation active="#struct-300292" type="indirect"></relation><relation active="#struct-300293" type="indirect"></relation><relation active="#struct-2496" type="direct"></relation></listRelation><tutelles><tutelle active="#struct-160" type="direct"><org type="laboratory" xml:id="struct-160" status="OLD"><orgName>Laboratoire Lorrain de Recherche en Informatique et ses Applications</orgName><orgName type="acronym">LORIA</orgName><desc><address><addrLine>Campus Scientifique BP 239 54506 Vandoeuvre-lès-Nancy Cedex</addrLine><country key="FR"></country></address><ref type="url">http://www.loria.fr</ref></desc><listRelation><relation name="UMR7503" active="#struct-441569" type="direct"></relation><relation active="#struct-300009" type="direct"></relation><relation active="#struct-300291" type="direct"></relation><relation active="#struct-300292" type="direct"></relation><relation active="#struct-300293" type="direct"></relation></listRelation></org></tutelle><tutelle name="UMR7503" active="#struct-441569" type="indirect"><org type="institution" xml:id="struct-441569" status="VALID"><idno type="ISNI">0000000122597504</idno><idno type="IdRef">02636817X</idno><orgName>Centre National de la Recherche Scientifique</orgName><orgName type="acronym">CNRS</orgName><date type="start">1939-10-19</date><desc><address><country key="FR"></country></address><ref type="url">http://www.cnrs.fr/</ref></desc></org></tutelle><tutelle active="#struct-300009" type="indirect"><org type="institution" xml:id="struct-300009" status="VALID"><orgName>Institut National de Recherche en Informatique et en Automatique</orgName><orgName type="acronym">Inria</orgName><desc><address><addrLine>Domaine de VoluceauRocquencourt - BP 10578153 Le Chesnay Cedex</addrLine><country key="FR"></country></address><ref type="url">http://www.inria.fr/en/</ref></desc></org></tutelle><tutelle active="#struct-300291" type="indirect"><org type="institution" xml:id="struct-300291" status="OLD"><orgName>Université Henri Poincaré - Nancy 1</orgName><orgName type="acronym">UHP</orgName><date type="end">2011-12-31</date><desc><address><addrLine>24-30 rue Lionnois, BP 60120, 54 003 NANCY cedex, France</addrLine><country key="FR"></country></address></desc></org></tutelle><tutelle active="#struct-300292" type="indirect"><org type="institution" xml:id="struct-300292" status="OLD"><orgName>Université Nancy 2</orgName><date type="end">2011-12-31</date><desc><address><addrLine>91 avenue de la Libération, BP 454, 54001 Nancy cedex</addrLine><country key="FR"></country></address></desc></org></tutelle><tutelle active="#struct-300293" type="indirect"><org type="institution" xml:id="struct-300293" status="OLD"><orgName>Institut National Polytechnique de Lorraine</orgName><orgName type="acronym">INPL</orgName><date type="end">2011-12-31</date><desc><address><country key="FR"></country></address></desc></org></tutelle><tutelle active="#struct-2496" type="direct"><org type="laboratory" xml:id="struct-2496" status="OLD"><orgName>INRIA Lorraine</orgName><desc><address><addrLine>615 rue du Jardin Botanique 54600 Villers-lès-Nancy</addrLine><country key="FR"></country></address><ref type="url">http://www.inria.fr/centre-de-recherche-inria/nancy-grand-est</ref></desc><listRelation><relation active="#struct-300009" type="direct"></relation></listRelation></org></tutelle></tutelles></hal:affiliation><country>France</country><placeName><settlement type="city">Nancy</settlement><region type="region" nuts="2">Grand Est</region><region type="old region" nuts="2">Lorraine (région)</region></placeName><orgName type="university">Université Nancy 2</orgName><orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName><placeName><settlement type="city">Nancy</settlement><region type="region" nuts="2">Grand Est</region><region type="old region" nuts="2">Lorraine (région)</region></placeName><orgName type="university">Institut national polytechnique de Lorraine</orgName><orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName></affiliation></author></analytic></biblStruct></sourceDesc></fileDesc><profileDesc><textClass><keywords scheme="mix" xml:lang="es"><term>Dec-POMDPs</term><term>decentralized problems</term></keywords></textClass></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">This paper studies the problem of finding an optimal finite horizon joint policy for a decentralized partially observable Markov decision process (Dec-POMDP). We present a new algorithm for finding an optimal joint policy. The algorithm is based on the fact that the necessary condition for a joint policy to be optimal is that it be locally optimal (that is, a Nash equilibrium). Through the application of linear programming duality, the necessary condition can be transformed to a nonlinear program which can then further be transformed to a 0-1 mixed integer linear program (MILP) whose optimal solution is an optimal joint policy (in the sequence form). The proposed algorithm thus consists of solving this 0-1 MILP. Computational experience of the 0-1 MILP on two and three agent DEC-POMDPs gives mixed results. On some problems it is faster than existing algorithms, on others it is slower.</div></front></TEI></record>Pour manipuler ce document sous Unix (Dilib)
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