Related papers: Deflated Dynamics Value Iteration
Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…
This paper studies an accelerated fitted value iteration (FVI) algorithm to solve high-dimensional Markov decision processes (MDPs). FVI is an approximate dynamic programming algorithm that has desirable theoretical properties. However, it…
We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteration (PI). First, we develop a geometry-based analytical…
In this paper we propose a novel algorithm, factored value iteration (FVI), for the approximate solution of factored Markov decision processes (fMDPs). The traditional approximate value iteration algorithm is modified in two ways. For one,…
Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL). Under a generative sampling model, these methods can achieve sharper sample complexity than policy…
Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further…
In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…
While Value Iteration (VI) is one of the most fundamental algorithms in Reinforcement Learning, its theoretical convergence guarantees still exhibit a persistent mismatch with empirical behavior. In the discounted-reward case, classical…
Value iteration is a powerful yet inefficient algorithm for Markov decision processes (MDPs) because it puts the majority of its effort into backing up the entire state space, which turns out to be unnecessary in many cases. In order to…
Processes (MDPs) often require frequent decision making, that is, taking an action every microsecond, second, or minute. Infinite horizon discount reward formulation is still relevant for a large portion of these applications, because…
We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in…
Dynamic programming is a class of algorithms used to compute optimal control policies for Markov decision processes. Dynamic programming is ubiquitous in control theory, and is also the foundation of reinforcement learning. In this paper,…
We introduce new planning and reinforcement learning algorithms for discounted MDPs that utilize an approximate model of the environment to accelerate the convergence of the value function. Inspired by the splitting approach in numerical…
Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive…
Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…
Recently, Sidford, Wang, Wu and Ye (2018) developed an algorithm combining variance reduction techniques with value iteration to solve discounted Markov decision processes. This algorithm has a sublinear complexity when the discount factor…
This paper develops a joint spectral radius (JSR) framework for analyzing rank-one deflated Q-value iteration (Q-VI) in discounted Markov decision process control. Focusing on an all-ones residual correction, we interpret the resulting…
Algorithmic analysis of Markov decision processes (MDP) and stochastic games (SG) in practice relies on value-iteration (VI) algorithms. Since basic VI does not provide guarantees on the precision of the result, variants of VI have been…
Value Iteration (VI) is foundational to the theory and practice of modern reinforcement learning, and it is known to converge at a $\mathcal{O}(\gamma^k)$-rate, where $\gamma$ is the discount factor. Surprisingly, however, the optimal rate…
Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…