Accession Number:

ADA123727

Title:

Computational Comparison of Value Iteration Algorithms for Discounted Markov Decision Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Report Date:

1982-12-01

Pagination or Media Count:

14.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE