Variance reduced value iteration and faster algorithms for solving Markov decision processes

Keyphrases

• Markov Decision Process 100%
• Fast Algorithm 100%
• Optimal Policy 100%
• Value Iteration 100%
• Multiple Parameters 66%
• Approximate Value Iteration 66%
• Discounted Markov Decision Processes 66%
• Linear Algorithm 33%
• Discount Factor 33%
• Nearly-linear Time 33%
• Sublinear Algorithms 33%
• Algorithm Convergence 33%
• Transition Function 33%
• Variance Reduction 33%
• S-states 33%
• Fixed Horizon 33%

Mathematics

• Variance 100%
• Fast Algorithm 100%
• Markov Decision Process 100%
• Optimal Policy 100%
• Probability Theory 66%
• Approximates 66%
• Linear Time 33%
• Linear Programming 33%
• Input Parameter 33%
• Variance Reduction 33%
• Discount Factor 33%
• Transition Function 33%

Computer Science

• Fast Algorithm 100%
• Markov Decision Process 100%
• Linear Programming 33%
• Input Parameter 33%
• Variance Reduction 33%
• Transition Function 33%