Theory and Methodology A K-step look-ahead analysis of Value Iteration algorithms for Markov decision processes

@inproceedings{Herzberg1996TheoryAM,
  title={Theory and Methodology A K-step look-ahead analysis of Value Iteration algorithms for Markov decision processes},
  author={Meir Herzberg and Uri Yechiali},
  year={1996}
}
We introduce and analyze a general look-ahead approach for Value Iteration Algorithms used in solving Lroth discounted and undiscounted Markov decision processes. This approach, based on the value-oriented concept interwoven with multiple adaptive relaxation factors, leads to accelcrating proccdures rvhich perform better than the separate use of either the concept of vaiue oriented or of relaxation. Evaluation and computational considerations of this method are discussed, practical guidelines… CONTINUE READING