Institutional tag:

Policy Iteration is an algorithm that is very efficient in practice for solving discrete-time optimal control problems. Until the recent works of Ye (2012) and Post & Ye (2013), the reasons of its efficiency were essentially mysterious. I will present this algorithm, and some of the state of the art results concerning its complexity. I will end by describing small progress on a question that is still open: the complexity of this algorithm for determinisitc problems (the best lower bound is quadratic, while the best upper bound is exponential).

Dates:

Tuesday, September 20, 2016 - 14:00

Location:

Inria, room A00

Speaker(s):

Bruno Scherrer

Affiliation(s):

Inria Nancy Grand Est

Speaker's URL: