Optimal Policies for MDPs (Optimal Policies for MDPs)

From Algorithm Wiki
Revision as of 10:24, 15 February 2023 by Admin (talk | contribs) (Created page with "{{DISPLAYTITLE:Optimal Policies for MDPs (Optimal Policies for MDPs)}} == Description == In an MDP, a policy is a choice of what action to choose at each state An Optimal Policy is a policy where you are always choosing the action that maximizes the “return”/”utility” of the current state. The problem here is to find such an optimal policy from a given MDP. == Parameters == No parameters found. == Table of Algorithms == {| class="wikitable sortable" styl...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

Description

In an MDP, a policy is a choice of what action to choose at each state An Optimal Policy is a policy where you are always choosing the action that maximizes the “return”/”utility” of the current state. The problem here is to find such an optimal policy from a given MDP.

Parameters

No parameters found.

Table of Algorithms

Name Year Time Space Approximation Factor Model Reference
Bellman Value Iteration (VI) 1957 $O({2}^n)$ $O(n)$ Exact Deterministic Time
Howard Policy Iteration (PI) 1960 $O(n^{3})$ $O(n)$ Exact Deterministic Time
Puterman Modified Policy Iteration (MPI) 1974 $O(n^{3})$ $O(n)$ Exact Deterministic

Time Complexity graph

Optimal Policies for MDPs - Time.png

Space Complexity graph

Optimal Policies for MDPs - Space.png

Pareto Decades graph

Optimal Policies for MDPs - Pareto Frontier.png