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cs.LG2024
MDP Geometry, Normalization and Reward Balancing Solvers
Arsenii Mustafin, Aleksei Pakharev, Alex Olshevsky +1
We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state witho…
cs.LG2024
On Value Iteration Convergence in Connected MDPs
Arsenii Mustafin, Alex Olshevsky, Ioannis Ch. Paschalidis
This paper establishes that an MDP with a unique optimal policy and ergodic associated transition matrix ensures the convergence of various versions of the Value Iteration algorith…