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Markov Decision Processes and Value Iteration in Reinforcement Learningby@anchoring
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Markov Decision Processes and Value Iteration in Reinforcement Learning

by AnchoringJanuary 14th, 2025
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This section reviews key concepts in Markov Decision Processes (MDP) and reinforcement learning, covering notations, value iteration, and Bellman operators for optimal policy calculation.
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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.

Abstract and 1 Introduction

1.1 Notations and preliminaries

1.2 Prior works

2 Anchored Value Iteration

2.1 Accelerated rate for Bellman consistency operator

2.2 Accelerated rate for Bellman optimality opera

3 Convergence when y=1

4 Complexity lower bound

5 Approximate Anchored Value Iteration

6 Gauss–Seidel Anchored Value Iteration

7 Conclusion, Acknowledgments and Disclosure of Funding and References

A Preliminaries

B Omitted proofs in Section 2

C Omitted proofs in Section 3

D Omitted proofs in Section 4

E Omitted proofs in Section 5

F Omitted proofs in Section 6

G Broader Impacts

H Limitations

1.1 Notations and preliminaries

We quickly review basic definitions and concepts of Markov decision processes (MDP) and reinforcement learning (RL). For further details, refer to standard references such as [69, 81, 84].




This paper is available on arxiv under CC BY 4.0 DEED license.