On Value Iteration Convergence in Connected MDPs

Arsenii Mustafin, Alex Olshevsky, Ioannis Ch. Paschalidis
6/13/2024
cs.LG

No confident code implementation found for this paper.

Abstract

This paper establishes that an MDP with a unique optimal policy and ergodic associated transition matrix ensures the convergence of various versions of the Value Iteration algorithm at a geometric rate that exceeds the discount factor γ for both discounted and average-reward criteria.

View on arXivView PDF

Code Implementations

No confident code match yet

We couldn't find an author-owned or strongly-evidenced community implementation for this paper. Any repos shown below are weak matches — verify before relying on them.

No code implementations found yet.

Know of an implementation? Let us know in the comments below!

Similar Papers

Cite this paper

@article{mustafin2024value,
  title  = {On Value Iteration Convergence in Connected MDPs},
  author = {Arsenii Mustafin and Alex Olshevsky and Ioannis Ch. Paschalidis},
  year   = {2024},
  eprint = {2406.09592},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2406.09592v1}
}

Add a badge to your README

Shows whether official code is linked for this paper.

Code of Paper badge
[![Code of Paper](https://codeofpaper.com/badge/2406.09592.svg)](https://codeofpaper.com/paper/2406.09592)

Discussion