On the complexity of the policy improvement algorithm for Markov decision processes

On the complexity of the policy improvement algorithm for Markov decision processes

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Article ID: iaor19982370
Country: United States
Volume: 6
Issue: 2
Start Page Number: 188
End Page Number: 192
Publication Date: Mar 1994
Journal: ORSA Journal On Computing
Authors: ,
Keywords: optimization, control processes, programming: dynamic
Abstract:

We consider the complexity of the policy improvement algorithm for Markov decision processes. We show that four variants of the algorithm require exponential time in the worst case.

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