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Filtering by: Keyword stochastic programming

Dataset of test instances of Markov decision processes with multiple models

Creator:

Ahluwalia, Vinayak S., Steimle, Lauren N., and Denton, Brian T.

Description:

This repository includes test instances of infinite-horizon Markov decision processes with multiple models of parameters (i.e., "Multi-model Markov decision processes"). We generated each test instance in the dataset using a Python script. The test instances can be read in using the provided C++ and Python script. See the README for details.

Keyword:

Markov decision processes, mixed-integer programming, stochastic programming, and dynamic programming

Citation to related publication:

Ahluwalia, Steimle, and Denton. "Policy-based branch-and-bound for infinite-horizon Multi-model Markov decision processes". 2020.

Discipline:

Engineering