Analysis of Value Iteration Through Absolute Probability Sequences

Fuente: arXiv
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Autores principales: Mustafin, Arsenii, Colla, Sebastien, Olshevsky, Alex, Paschalidis, Ioannis Ch.
Formato: Preprint
Publicado: 2025
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author Mustafin, Arsenii
Colla, Sebastien
Olshevsky, Alex
Paschalidis, Ioannis Ch.
author_facet Mustafin, Arsenii
Colla, Sebastien
Olshevsky, Alex
Paschalidis, Ioannis Ch.
contents Value Iteration is a widely used algorithm for solving Markov Decision Processes (MDPs). While previous studies have extensively analyzed its convergence properties, they primarily focus on convergence with respect to the infinity norm. In this work, we use absolute probability sequences to develop a new line of analysis and examine the algorithm's convergence in terms of the $L^2$ norm, offering a new perspective on its behavior and performance.
format Preprint
id arxiv_https___arxiv_org_abs_2502_03244
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Analysis of Value Iteration Through Absolute Probability Sequences
Mustafin, Arsenii
Colla, Sebastien
Olshevsky, Alex
Paschalidis, Ioannis Ch.
Machine Learning
Value Iteration is a widely used algorithm for solving Markov Decision Processes (MDPs). While previous studies have extensively analyzed its convergence properties, they primarily focus on convergence with respect to the infinity norm. In this work, we use absolute probability sequences to develop a new line of analysis and examine the algorithm's convergence in terms of the $L^2$ norm, offering a new perspective on its behavior and performance.
title Analysis of Value Iteration Through Absolute Probability Sequences
topic Machine Learning
url https://arxiv.org/abs/2502.03244