Geometry of the Gass-Saaty parametric cost LP algorithm
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Strong polynomiality of the Gass-Saaty shadow-vertex pivoting rule for controlled random walks
We consider the subclass of linear programs that formulate Markov Decision Processes (mdps). We show that the Simplex algorithm with the GassSaaty shadow-vertex pivoting rule is strongly polynomial for a subclass of mdps, called controlled random walks (CRWs); the running time is O(|S| · |U |), where |S| denotes the number of states and |U | denotes the number of actions per state. This result ...
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ژورنال
عنوان ژورنال: Discrete & Computational Geometry
سال: 1990
ISSN: 0179-5376,1432-0444
DOI: 10.1007/bf02187776