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Randomization for Faster Exact Optimization of Discounted Markov Decision Processes

Graur, Andrei et al.
arXiv (All) · Papers
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data-structures-and-algorithms
We provide faster deterministic and randomized algorithms for exactly solving discounted Markov Decision Processes (DMDPs). We obtain our results by efficiently reducing computing optimal values and policies in DMDPs to the easier tasks of policy evaluation and computing approximately optimal values
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