The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution convergence of MDPs. First, we quantify the level of reachability of every state using the Mean First Passage Time (MFPT) and show that such reachability characterization very well assesses the importance of states which is used for effective state prioritization. Then, we introduce the notion of backup differentials as an extension to the prioritized sweeping mechanism, in order to evaluate the impacts of states at an even finer scale. Finally, we extend the state prioritization to the temporal process, where only partial sweeping can be performed during certain intermediate value iteration stages. To validate our design, we have performed numerical evaluations by comparing the proposed new heuristics with corresponding classic baseline mechanisms. The evaluation results showed that our reachability based framework and its differential variants have outperformed the state-of-the-art solutions in terms of both practical runtime and number of iterations.
Important related frameworks for solving MDPs also include compact representations such as linear function representation and approximation @cite_7 @cite_16 used in the policy iteration algorithms. The linear equation based techniques do not exploit regions of uniformity in value functions associated with states, but rather a compact form of state features that can somewhat reflect values @cite_19 . Our method for computing the MFPT can also be formulated into a linear system. However, the intermediate results generated from MFPT are more direct: the produced reachability landscape represented by a grid map" very well capture -- and also allow us to visualize -- the relevance or importance of states, and can lead to a faster convergence speed which is demonstrated in the experiments.
@cite_19 @cite_16 @cite_7
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Many large Markov decision processes (MDPs) can be represented compactly using a structured representation such as a dynamic Bayesian network. Unfortunately, the compact representation does not help standard MDP algorithms, because the value function for the MDP does not retain the structure of the process description. We argue that in many such MDPs, structure is approximately retained. That is, the value functions are nearly additive: closely approximated by a linear function over factors associated with small subsets of problem features. Based on this idea, we present a convergent, approximate value determination algorithm for structured MDPs. The algorithm maintains an additive value function, alternating dynamic programming steps with steps that project the result back into the restricted space of additive functions. We show that both the dynamic programming and the projection steps can be computed efficiently, despite the fact that the number of states is exponential in the number of state variables. Recently, structured methods for solving factored Markov decisions processes (MDPs) with large state spaces have been proposed recently to allow dynamic programming to be applied without the need for complete state enumeration. We propose and examine a new value iteration algorithm for MDPs that uses algebraic decision diagrams (ADDs) to represent value functions and policies, assuming an ADD input representation of the MDP. Dynamic programming is implemented via ADD manipulation. We demonstrate our method on a class of large MDPs (up to 63 million states) and show that significant gains can be had when compared to tree-structured representations (with up to a thirty-fold reduction in the number of nodes required to represent optimal value functions). This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This representation often allows an exponential reduction in the representation size of structured MDPs, but the complexity of exact solution algorithms for such MDPs can grow exponentially in the representation size. In this paper, we present two approximate solution algorithms that exploit structure in factored MDPs. Both use an approximate value function represented as a linear combination of basis functions, where each basis function involves only a small subset of the domain variables. A key contribution of this paper is that it shows how the basic operations of both algorithms can be performed efficiently in closed form, by exploiting both additive and context-specific structure in a factored MDP. A central element of our algorithms is a novel linear program decomposition technique, analogous to variable elimination in Bayesian networks, which reduces an exponentially large LP to a provably equivalent, polynomial-sized one. One algorithm uses approximate linear programming, and the second approximate dynamic programming. Our dynamic programming algorithm is novel in that it uses an approximation based on max-norm, a technique that more directly minimizes the terms that appear in error bounds for approximate MDP algorithms. We provide experimental results on problems with over 1040 states, demonstrating a promising indication of the scalability of our approach, and compare our algorithm to an existing state-of-the-art approach, showing, in some problems, exponential gains in computation time. In this semi-tutorial paper, we first review the information-theoretic approach to account for the computational costs incurred during the search for optimal actions in a sequential decision-making problem. The traditional (MDP) framework ignores computational limitations while searching for optimal policies, essentially assuming that the acting agent is perfectly rational and aims for exact optimality. Using the free-energy, a variational principle is introduced that accounts not only for the value of a policy alone, but also considers the cost of finding this optimal policy. The solution of the variational equations arising from this formulation can be obtained using familiar Bellman-like value iterations from dynamic programming (DP) and the Blahut-Arimoto (BA) algorithm from rate distortion theory. Finally, we demonstrate the utility of the approach for generating hierarchies of state abstractions that can be used to best exploit the available computational resources. A numerical example showcases these concepts for a path-planning problem in a grid world environment.