arXiv:2505.00795cs.AI2025-05被引 2

证明了确定性马尔可夫决策问题中,霍华德策略迭代的运行时间是次指数级的。

Howard's Policy Iteration is Subexponential for Deterministic Markov Decision Problems with Rewards of Fixed Bit-size and Arbitrary Discount Factor

  • 基于奖励位宽构建新分析框架,突破传统指数上界
  • 首次给出不依赖折扣因子的次指数时间上界
  • 适用于任意折扣因子且奖励位宽固定的确定性MDP

霍华德策略迭代(HPI)是求解马尔可夫决策问题(MDPs)的经典算法。尽管该算法问世超过60年,其最优时间复杂度的已知上界仍为状态数的指数级——即使在仅含确定性转移的确定性MDP(DMDPs)这一受限类别中亦然。而针对每状态动作数恒定的MDP,HPI的最紧下界仅为线性。本文报告了一项重要进展:对奖励位宽固定、任意折扣因子的确定性MDP,HPI首次获得次指数时间上界,该上界仅依赖于奖励的位宽,与折扣因子无关。该上界同样适用于仅有两种可能奖励值(可任意大小)的DMDPs。

原文摘要 · Abstract (English)

Howard's Policy Iteration (HPI) is a classic algorithm for solving Markov Decision Problems (MDPs). HPI uses a "greedy" switching rule to update from any non-optimal policy to a dominating one, iterating until an optimal policy is found. Despite its introduction over 60 years ago, the best-known upper bounds on HPI's running time remain exponential in the number of states -- indeed even on the restricted class of MDPs with only deterministic transitions (DMDPs). Meanwhile, the tightest lower bound for HPI for MDPs with a constant number of actions per state is only linear. In this paper, we report a significant improvement: a subexponential upper bound for HPI on DMDPs, which is parameterised by the bit-size of the rewards, while independent of the discount factor. The same upper bound also applies to DMDPs with only two possible rewards (which may be of arbitrary size).

强化学习策略迭代算法复杂度MDP

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