Title
On the Complexity of Value Iteration.
Abstract
Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal $n$-step payoff by iterating $n$ times a recurrence equation which is naturally associated to the MDP. At the same time, value iteration provides a policy for the MDP that is optimal on a given finite horizon $n$. In this paper, we settle the computational complexity of value iteration. We show that, given a horizon $n$ in binary and an MDP, computing an optimal policy is EXP-complete, thus resolving an open problem that goes back to the seminal 1987 paper on the complexity of MDPs by Papadimitriou and Tsitsiklis. As a stepping stone, we show that it is EXP-complete to compute the $n$-fold iteration (with $n$ in binary) of a function given by a straight-line program over the integers with $max$ and $+$ as operators.
Year
Venue
Field
2019
international colloquium on automata, languages and programming
Integer,Discrete mathematics,Open problem,Markov decision process,Operator (computer programming),Finite horizon,Mathematics,Computational complexity theory,Stochastic game,Binary number
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Nikhil Balaji194.24
Stefan Kiefer234536.87
Petr Novotný3463.35
Guillermo A. Pérez4243.52
Mahsa Shirmohammadi53310.70