Discounted deterministic Markov decision processes and discounted all-pairs shortest paths

Omid Madani*, Mikkel Thorup, Uri Zwick

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

We present algorithms for finding optimal strategies for discounted, infinite-horizon, Determinsitc Markov Decision Processes (DMDPs). Our fastest algorithm has a worst-case running time of O(mn), improving the recent bound of O(mn2) obtained by Andersson and Vorbyov [2006]. We also present a randomized O(m1/2n2)-time algorithm for finding Discounted All-Pairs Shortest Paths (DAPSP), improving an O(mn2)-time algorithm that can be obtained using ideas of Papadimitriou and Tsitsiklis [1987].

Original languageEnglish
Article number33
JournalACM Transactions on Algorithms
Volume6
Issue number2
DOIs
StatePublished - 1 Mar 2010

Keywords

  • Markov decision processes
  • Minimum mean weight cycles
  • Shortest paths

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