Computational comparison of value iteration algorithms for discounted Markov decision processes
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Author
Contributions
- Hartley, R. - Contributor
- Lavercombe, A. C. - Contributor
- Naval Postgraduate School (U.S.) - Contributor
Publication
1982 - Naval Postgraduate School, Monterey, Calif, California
Language
English
Word Count
2,500 words, Guess
Page Count
10 pages
Identifiers
- Internet Archivecomputationalcom00thom
- OCLC Control Number83370132
- Open LibraryOL25522610M
Alternate Titles
- NPS-55-82-034.
Description
This note describes the results of a computational comparison of value iteration algorithms suggested for solving finite state discounted Markov decision processes. Such a process visits a set of states S = (1,2,...M). In Section two we describe the schemes examined and the various bounds that can be used for stopping them. Section three concentrates on one scheme that did well in the comparison - ordinary value iteration - and looks at various methods for eliminating non-optimal actions both permanently and temporarily.
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