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most citedSolving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration

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math.OC2020

Multiply Accelerated Value Iteration for Non-Symmetric Affine Fixed Point Problems and application to Markov Decision Processes

Marianne Akian, Stéphane Gaubert, Zheng Qu +1

We analyze a modified version of Nesterov accelerated gradient algorithm, which applies to affine fixed point problems with non self-adjoint matrices, such as the ones appearing in…