Computational Comparison of Value Iteration Algorithms for Discounted Markov Decision Processes.
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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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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