Markov Decision Processes
... for all s ∈ S and for all (a, μ) ∈ Steps (s)
• Simple case of a more general problem known as the
stochastic shortest path problem [BT91]
• This can be solved with (a variety of) standard techniques
− direct methods, e.g. Simplex, ellipsoid method
− iterative methods, e.g. policy, value iteration
...