Point-Based DP Update: The Algorithm

Point-based DP update is an approximation of standard DP update. When designing point-based DP update, we try to strike a balance between quality of approximation and computational complexity. We also need to guarantee that the modified value iteration algorithm converges.

• Backing Up on Witness Points of Input Vectors
• Retaining Uniform Improvability
• The Algorithm
• Stopping Point-Based Value Iteration
• Convergence of Modified Value Iteration
• Computing the Bellman Residual