Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time
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DOI: 10.1287/moor.2019.1000
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References listed on IDEAS
- Yinyu Ye, 2011. "The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate," Mathematics of Operations Research, INFORMS, vol. 36(4), pages 593-603, November.
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- Yinyu Ye, 2005. "A New Complexity Result on Solving the Markov Decision Problem," Mathematics of Operations Research, INFORMS, vol. 30(3), pages 733-749, August.
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Keywords
Markov decision process; randomized algorithm; linear programming; duality; primal–dual method; runtime complexity; stochastic approximation;All these keywords.
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