NP-Hardness of checking the unichain condition in average cost MDPs
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The unichain condition requires that every policy in an MDP result in a single ergodic class, and guarantees that the optimal average cost is independent of the initial state. We show that checking whether the unichain condition fails to hold is an NP-complete problem. We conclude with a brief discussion of the merits of the more general weak accessibility condition.
Date issued
2006-08Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer ScienceJournal
Operations Research Letters
Publisher
Elsevier
Citation
Tsitsiklis, John N. “NP-Hardness of Checking the Unichain Condition in Average Cost MDPs.” Operations Research Letters 35.3 (2007): 319–323. Web. 12 Apr. 2012. © 2006 Elsevier B.V.
Version: Final published version
ISSN
0167-6377