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arXiv · 1612.00916

A Matrix Splitting Perspective on Planning with Options

Pierre-Luc Bacon·Doina Precup
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Abstract

We show that the Bellman operator underlying the options framework leads to a matrix splitting, an approach traditionally used to speed up convergence of iterative solvers for large linear systems of equations. Based on standard comparison theorems for matrix splittings, we then show how the asymptotic rate of convergence varies as a function of the inherent timescales of the options. This new perspective highlights a trade-off between asymptotic performance and the cost of computation associated with building a good set of options.

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Pierre-Luc Bacon, Doina Precup. 2016-12-03. A Matrix Splitting Perspective on Planning with Options. https://arxiv.org/abs/1612.00916

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