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Action Elimination Procedures for Modified Policy Iteration Algorithms

Author

Listed:
  • Martin L. Puterman

    (University of British Columbia, Vancouver, British Columbia)

  • Moon Chirl Shin

    (University of Windsor, Windsor, Ontario)

Abstract

This paper proposes bounds and action elimination procedures for policy iteration and modified policy iteration. Procedures to eliminate nonoptimal actions for one iteration and for all subsequent iterations are presented. The implementation of these procedures is discussed and encouraging computational results are presented.

Suggested Citation

  • Martin L. Puterman & Moon Chirl Shin, 1982. "Action Elimination Procedures for Modified Policy Iteration Algorithms," Operations Research, INFORMS, vol. 30(2), pages 301-318, April.
    • Handle: RePEc:inm:oropre:v:30:y:1982:i:2:p:301-318
    DOI: 10.1287/opre.30.2.301
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    Citations

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    Cited by:

    1. Herzberg, Meir & Yechiali, Uri, 1996. "A K-step look-ahead analysis of value iteration algorithms for Markov decision processes," European Journal of Operational Research, Elsevier, vol. 88(3), pages 622-636, February.
    2. Pelin Canbolat & Uriel Rothblum, 2013. "(Approximate) iterated successive approximations algorithm for sequential decision processes," Annals of Operations Research, Springer, vol. 208(1), pages 309-320, September.
    3. Dijk, N.M. van, 1989. "Truncation of Markov decision problems with a queueing network overflow control application," Serie Research Memoranda 0065, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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