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To provide the seamless mobility in heterogeneous wireless networks, the handoff decision strategy is regarded as a significant and challenging issue. In this paper, we propose a handoff decision algorithm with the parallel transmission characteristic of the mobile multimode terminal in heterogeneous wireless networks. In our algorithm, the model of Markov decision process is used to determine the optimal handoff policy in order to maximize the expected total reward during the transmission. Simulation results show that compared to some existing handoff decision algorithms, the proposed algorithm outperforms in terms of the expected total reward, the expected number of handoffs and the probability of connection dropping.