Perform policy iteration (discounted reward criterion) on the MDP.

The policy can afterwards be received using functions getPolicy and getPolicyW.

Usage

runPolicyIteDiscount(
  mdp,
  w,
  dur,
  rate = 0,
  rateBase = 1,
  discountFactor = NULL,
  maxIte = 100,
  discountMethod = "continuous",
  getLog = TRUE
)

Arguments

mdp

The MDP loaded using loadMDP().

w

The label of the weight we optimize.

dur

The label of the duration/time such that discount rates can be calculated.

rate

The interest rate.

rateBase

The time-horizon the rate is valid over.

discountFactor

The discount rate for one time unit. If specified rate and rateBase are not used to calculate the discount rate.

maxIte

Max number of iterations. If the model does not satisfy the unichain assumption the algorithm may loop.

discountMethod

Either 'continuous' or 'discrete', corresponding to discount factor exp(-rate/rateBase) or 1/(1 + rate/rateBase), respectively. Only used if discountFactor is NULL.

getLog

Output the log messages.

Value

Nothing.

See also

getPolicy().