Reinforcement Learning Algorithms with Python

Value iteration

Value iteration is the other dynamic programming algorithm to find optimal values in an MDP, but unlike policy iterations that execute policy evaluations and policy iterations in a loop, value iteration combines the two methods in a single update. In particular, it updates the value of a state by selecting the best action immediately:

The code for value iteration is even simpler than the policy iteration code, summarized in the following pseudocode:

Initialize  for every state while  is not stable:    > value iteration    for each ...