arXiv:2505.06769cs.AIcs.CC2025-05

通过猜值策略改进值迭代,显著减少马尔可夫模型的计算次数。

Value Iteration with Guessing for Markov Chains and Markov Decision Processes

  • 提出基于值猜测的新算法,结合线性预处理
  • 马尔可夫链只需亚指数次贝尔曼更新
  • 适合需要高效求解的自动控制与规划场景

马尔可夫链(MCs)和马尔可夫决策过程(MDPs)是概率系统标准模型。经典控制与规划目标包括可达性和随机最短路径。主流算法是值迭代(VI),通过贝尔曼更新进行局部迭代。现有方法对MCs在最坏情况下需指数次贝尔曼更新。本文提出一种基于值猜测的新方法。理论贡献:对MCs,设计几乎线性时间预处理后,结合值猜测,仅需亚指数次贝尔曼更新;对MDPs,改进了收敛速度分析。此外,提出一个实用的MDP求解算法。实验表明,在多个文献基准测试中,该方法相比传统VI大幅提升效率。

原文摘要 · Abstract (English)

Two standard models for probabilistic systems are Markov chains (MCs) and Markov decision processes (MDPs). Classic objectives for such probabilistic models for control and planning problems are reachability and stochastic shortest path. The widely studied algorithmic approach for these problems is the Value Iteration (VI) algorithm which iteratively applies local updates called Bellman updates. There are many practical approaches for VI in the literature but they all require exponentially many Bellman updates for MCs in the worst case. A preprocessing step is an algorithm that is discrete, graph-theoretical, and requires linear space. An important open question is whether, after a polynomial-time preprocessing, VI can be achieved with sub-exponentially many Bellman updates. In this work, we present a new approach for VI based on guessing values. Our theoretical contributions are twofold. First, for MCs, we present an almost-linear-time preprocessing algorithm after which, along with guessing values, VI requires only subexponentially many Bellman updates. Second, we present an improved analysis of the speed of convergence of VI for MDPs. Finally, we present a practical algorithm for MDPs based on our new approach. Experimental results show that our approach provides a considerable improvement over existing VI-based approaches on several benchmark examples from the literature.

值迭代马尔可夫链优化算法规划

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