Computational Comparison of Value Iteration Algorithms for Discounted Markov Decision Processes.
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1982
- Accession Number
- ADA123727
Entities
People
- A. C. Lavercombe
- L. C. Thomas
- R. Hartley
Organizations
- Naval Postgraduate School