Infinite-Horizon Average Reward Markov Decision Processes
Infinite-Horizon Average Reward Markov Decision Processes
Infinite-Horizon Average Reward Markov Decision Processes
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Value Iteration1 Select v 0 ∈ V , specify ɛ > 0, and set n = 0.2 For each s ∈ S, compute v n+1 (s) by⎡v n+1 (s) = max ⎣r(s, a) + ∑a∈A sj∈S⎤p(j|s, a)v n (j) ⎦ .3 If sp(v n+1 − v n ) < ɛ, go to step 4. Otherwise, increment n by1 and return to step 2.4 For each s ∈ S, choose⎡and stop.d ɛ (s) ∈ argmaxa∈A s⎣r(s, a) + ∑ j∈S⎤p(j|s, a)v n+1 (j) ⎦Dan Zhang, Spring 2012 <strong>Infinite</strong> <strong>Horizon</strong> <strong>Average</strong> <strong>Reward</strong> MDP 12
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