The value iteration algorithm is not strongly polynomial for discounted dynamic programming [PDF]
This note provides a simple example demonstrating that, if exact computations are allowed, the number of iterations required for the value iteration algorithm to find an optimal policy for discounted dynamic programming problems may grow arbitrarily quickly with the size of the problem.
Eugene A Feinberg, Jefferson Huang
exaly +3 more sources
A Combinatorial Algorithm Minimizing Submodular Functions in Strongly Polynomial Time
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly +6 more sources
A Strongly Polynomial Algorithm for Controlled Queues [PDF]
We consider the problem of computing optimal policies of finite-state finite-action Markov decision processes (MDPs). A reduction to a continuum of constrained MDPs (CMDPs) is presented such that the optimal policies for these CMDPs constitute a path in a graph defined over the deterministic policies.
Alexander Zadorojniy +2 more
openaire +1 more source
A strongly polynomial algorithm for linear exchange markets [PDF]
We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly polynomial Duan–Mehlhorn (DM) algorithm. We use the DM algorithm as a subroutine to identify revealed edges—that is, pairs of agents and goods that must correspond to the best
Jugal Garg, László A. Végh
openaire +2 more sources
Efficient Strongly Polynomial Algorithms for Quantile Regression
Linear Regression is a seminal technique in statistics and machine learning, where the objective is to build linear predictive models between a response (i.e., dependent) variable and one or more predictor (i.e., independent) variables. In this paper, we revisit the classical technique of Quantile Regression (QR), which is statistically a more robust ...
Suraj Shetiya +3 more
openaire +2 more sources
A Strongly Polynomial Algorithm for Generalized Flow Maximization [PDF]
A strongly polynomial algorithm is given for the generalized flow maximization problem. It uses a new variant of the scaling technique called continuous scaling. The main measure of progress is that within a strongly polynomial number of steps, an arc can be identified that must be tight in every dual optimal solution and thus can be contracted.
openaire +4 more sources
Strongly Polynomial Algorithm for the Intersection of a Line with a Polymatroid [PDF]
We present a new algorithm for the problem of determining the intersection of a half-line \(\Delta_{u}=\{x\in \mathbb{R}^{N}\:|\:x=\lambda u\;\mathrm {for}\;\lambda \geq 0\}\) with a polymatroid. We then propose a second algorithm which generalizes the first algorithm and solves a parametric linear program.
Fonlupt, Jean, Skoda, Alexandre
openaire +3 more sources
A Strongly Polynomial Algorithm for Linear Exchange Markets
Jugal Garg, László A Vegh
exaly +2 more sources
A Simpler and Faster Strongly Polynomial Algorithm for Generalized Flow Maximization [PDF]
We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [34]. For the uncapacitated problem formulation, the complexity bound O ( mn ( m + n
Neil Olver, László A. Végh
openaire +4 more sources
Strongly polynomial simplex algorithm for bipartite vertex packing
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ronald D. Armstrong, Zhiying Jin
openaire +2 more sources

