Gauss-Seidel Anchored Value Iteration and Its Benefits
by AnchoringJanuary 14th, 2025
Too Long; Didn't Read
Gauss-Seidel Anchored Value Iteration (GS-Anc-VI) combines anchoring with Gauss-Seidel updates to improve convergence rates for finite state-action spaces, offering fast convergence for Bellman optimality and consistency operators.
Authors:
(1) Jongmin Lee, Department of Mathematical Science, Seoul National University;
(2) Ernest K. Ryu, Department of Mathematical Science, Seoul National University and Interdisciplinary Program in Artificial Intelligence, Seoul National University.
1.1 Notations and preliminaries
2.1 Accelerated rate for Bellman consistency operator
2.2 Accelerated rate for Bellman optimality opera
5 Approximate Anchored Value Iteration
6 Gauss–Seidel Anchored Value Iteration
7 Conclusion, Acknowledgments and Disclosure of Funding and References
6 Gauss–Seidel Anchored Value Iteration
This paper is available on arxiv under CC BY 4.0 DEED license.
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