Computational comparison of value iteration algorithms for discounted Markov decision processes
By: by L.C. Thomas, R. Hartley, A.C. Lavercombe
Contributors: Hartley, R.; Lavercombe, A. C.; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1982
Place of publication: Monterey, Calif
Language: eng
Number of pages: 10
Subjects: Markov processes; Algorithms; Decision making; Iterative methods (Mathematics)
Other titles: NPS-55-82-034.
Description: This note describes the results of a computational comparison of value iteration algorithms suggested for solving finite state discounted Markov decision processes. Such a process visits a set of states S = (1,2,...M). In Section two we describe the schemes examined and the various bounds that can be used for stopping them. Section three concentrates on one scheme that did well in the comparison - ordinary value iteration - and looks at various methods for eliminating non-optimal actions both permanently and temporarily.
Notes: "NPS-55-82-034."

"December 1982."

Cover title.

"Prepared for: Naval Postgraduate School, Monterey, California 93943." -- Cover.

Includes bibliographic references (p. 9)

"Approved for public release; distribution is unlimited."

Technical report; 1982.