NP-hardness of checking the unichain condition in average cost Markov decision processes

NP-hardness of checking the unichain condition in average cost Markov decision processes

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Article ID: iaor20082754
Country: Netherlands
Volume: 35
Issue: 3
Start Page Number: 319
End Page Number: 323
Publication Date: May 2007
Journal: Operations Research Letters
Authors:
Abstract:

The unichain condition requires that every policy in an MDP result in a single ergodic class, and guarantees that the optimal average cost is independent of the initial state. We show that checking whether the unichain condition fails to hold is an NP-complete problem. We conclude with a brief discussion of the merits of the more general weak accessibility condition.

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