Fast convergence to state-action frequency polytopes for Markov Decision Processes

Fast convergence to state-action frequency polytopes for Markov Decision Processes

0.00 Avg rating0 Votes
Article ID: iaor20102942
Volume: 37
Issue: 2
Start Page Number: 123
End Page Number: 126
Publication Date: Mar 2009
Journal: Operations Research Letters
Authors:
Abstract:

In the context of finite weakly communicating Markov Decision Processes, we tackle the problem of fast convergence of state-action frequency vectors to the polytope of stationary distributions on state-action frequencies. Using unichain policies, we derive bounds on the speed of convergence which are independent of the limit points.

Reviews

Required fields are marked *. Your email address will not be published.