Journal Articles Operations Research Letters Year : 2014

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

Abstract

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 $\lambda$-policy iteration algorithms are not strongly polynomial.
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Dates and versions

hal-01091370 , version 1 (05-12-2014)

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Eugene A. Feinberg, Jefferson Huang, Bruno Scherrer. Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming. Operations Research Letters, 2014, 42, pp.429 - 431. ⟨10.1016/j.orl.2014.07.006⟩. ⟨hal-01091370⟩
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