Gauss-Seidel Anchored Value Iteration and Its Benefits
Gauss-Seidel Anchored Value Iteration (GS-Anc-VI) combines anchoring with Gauss-Seidel updates to improve convergence rates for finite state-action spaces, offering fast convergence for Bellman optimality and consistency operators.
:::info Authors:
(1) Jongmin Lee, Department of Mathematical Science, Seoul National University;
(2) Ernest K. Ryu, Department of Mathematical Science, Seoul National University and Interdisciplinary Program in Artificial Intelligence, Seoul National University.
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1.1 Notations and preliminaries
2.1 Accelerated rate for Bellman consistency operator
2.2 Accelerated rate for Bellman optimality opera
5 Approximate Anchored Value Iteration
6 Gauss–Seidel Anchored Value Iteration
7 Conclusion, Acknowledgments and Disclosure of Funding and References
6 Gauss–Seidel Anchored Value Iteration
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:::info This paper is available on arxiv under CC BY 4.0 DEED license.
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