Computational bounds for elevator control policies by large scale linear programming

Stefan Heinz (), Jörg Rambau () and Andreas Tuchscherer ()

Mathematical Methods of Operations Research, 2014, vol. 79, issue 1, 87-117

Abstract: We computationally assess policies for the elevator control problem by a new column-generation approach for the linear programming method for discounted infinite-horizon Markov decision problems. By analyzing the optimality of given actions in given states, we were able to provably improve the well-known nearest-neighbor policy. Moreover, with the method we could identify an optimal parking policy. This approach can be used to detect and resolve weaknesses in particular policies for Markov decision problems. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Markov decision problem; Bounds; Large scale; Column generation; Approximation; Performance guarantee; MSC 90C40; MSC 90C05; 90C06 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00186-013-0454-5

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