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arXiv · 2001.10174

Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic Programming

Eugene A. Feinberg·Gaojin He
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Abstract

This note provides upper bounds on the number of operations required to compute by value iterations a nearly optimal policy for an infinite-horizon discounted Markov decision process with a finite number of states and actions. For a given discount factor, magnitude of the reward function, and desired closeness to optimality, these upper bounds are strongly polynomial in the number of state-action pairs, and one of the provided upper bounds has the property that it is a non-decreasing function of the value of the discount factor.

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Eugene A. Feinberg, Gaojin He. 2020-01-28. Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic Programming. https://arxiv.org/abs/2001.10174

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