Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming

نویسندگان

  • Eugene A. Feinberg
  • Jefferson Huang
  • Bruno Scherrer
چکیده

This note shows that the number of arithmetic operations required by any member of a broad class of optimistic policy iteration algorithms to solve a deterministic discounted dynamic programming problem with three states and four actions may grow arbitrarily. Therefore any such algorithm is not strongly polynomial. In particular, the modified policy iteration and λ-policy iteration algorithms are not strongly polynomial. © 2014 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Oper. Res. Lett.

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2014