Efficient Solving of Markov Decision Processes on GPUs Using Parallelized Sparse Matrices

Markov Decision Processes (MDPs) provide important capabilities for facilitating the dynamic adaptation of hardware and software configurations to the environments in which they operate. However, the use of MDPs in embedded signal processing systems is limited because of the large computational demands for solving this class of system models. This paper presents Sparse Parallel Value Iteration (SPVI), a new algorithm for solving large MDPs on resource-constrained embedded systems that are equipped with mobile GPUs. SPVI leverages recent advances in parallel solving of MDPs and adds sparse linear algebra techniques to significantly outperform the state-of-the-art. The method and its application are described in detail, and demonstrated with case studies that are implemented on an NVIDIA Tegra K1 System On Chip (SoC). The experimental results show execution time improvements in the range of 65 % -78% for several applications. SPVI also lifts restrictions required by other MDP solver approaches, making it more widely compatible with large classes of optimization problems.