Solving Deterministic Policy (PO)MDPs using

author: Thomas Furmston, Department of Computer Science, University College London
published: Oct. 20, 2009,   recorded: September 2009,   views: 3208

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Description

The viewpoint of solving Markov Decision Processes and their partially observable extension refers to nding policies that max- imise the expected reward. We follow the rephrasing of this problem as learning in a related probabilistic model. Our trans-dimensional distri- bution formulation obtains equivalent results to previous work in the in nite horizon case and also rigorously handles the nite horizon case without discounting. In contrast to previous expositions, our framework elides auxiliary variables, simplifying the algorithm development. For any MDP the optimal policy is deterministic, meaning that this important case needs to be dealt with explicitly. Whilst this case has been discussed by previous authors, their treatment has not been formally equivalent to an EM algorithm, but rather based on a xed point iteration analogous to policy iteration. In contrast we derive a true EM approach for this case and show that this has a signi cantly faster convergence rate than non-deterministic EM. Our approach extends naturally to the POMDP case as well. In the special case of deterministic environments, standard EM algorithms break down and we show how this can be addressed us- ing a convex combination of the original deterministic environment and a ctitious stochastic `antifreeze' environment.

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