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On the complexity of value iteration

Abstract:

Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal n-step payoff by iterating n times a recurrence equation which is naturally associated to the MDP. At the same time, value iteration provides a policy for the MDP that is optimal on a given finite horizon n. In this paper, we settle the computational complexity of value iteration. We show that, given a horizon n in binary and an MDP, computing an optim...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.4230/LIPIcs.ICALP.2019.102

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Institution:
University of Oxford
Division:
MPLS Division
Department:
Computer Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Computer Science
Oxford college:
St John's College
Role:
Author
ORCID:
0000-0003-4173-6877
Publisher:
Schloss Dagstuhl Publisher's website
Host title:
46th International Colloquium on Automata, Languages and Programming (ICALP 2019)
Series:
Leibniz International Proceedings in Informatics
Journal:
46th International Colloquium on Automata, Languages, and Programming (ICALP 2019) Journal website
Volume:
132
Article number:
102
Publication date:
2019-07-08
Acceptance date:
2019-04-19
DOI:
ISSN:
1868-8969
Keywords:
Pubs id:
pubs:994754
UUID:
uuid:686c3244-5566-4400-851b-93b6c179760b
Local pid:
pubs:994754
Source identifiers:
994754
Deposit date:
2019-04-29

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