Empirical Results on Convergence and Exploration in Approximate Policy Iteration

In this paper, we empirically investigate the convergence properties of policy iteration applied to the optimal control of systems with continuous state and action spaces. We demonstrate that policy iteration requires lesser iterations than value iteration to converge, but requires more function evaluations to generate cost-to-go approximations in the policy evaluation step. Two different alternatives to policy evaluation, based on iteration over simulated states and simulation of improved policies are presented. We then demonstrate that the λ-policy iteration method, with λ ∈ [0, 1], is a tradeoff between value and policy iteration. Finally, the issue of exploration to expand the coverage of the state space during offline iteration is also considered. Copyright c ©2005 IFAC