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Policy iteration technique which is based on actor critic structure consists of two-step iteration: policy evaluation and policy improvement.
Policy Iteration When dealing with high-dimensional problem spaces it can be difficult or impossible to evaluate all control policies that visit each state.
Policy iteration: Assume π ̄ is defined according to π ̄ ( s ) = argmax a ∈ A ∑ s ′ ∈ S p ( s ′ | s, a ) r ( s, a, s ′ ) + γ V π for some policy π.
The paper derives an iterative solution algorithm for H∞ control design that is based on policy iteration.
We call this 'synchronous' policy iteration.
Head over to the GridWorld: DP demo to play with the GridWorld environment and policy iteration.
The policy iteration (PI) algorithm is presented to solve the Hamilton Jacobi Bellman (HJB) equation.
Further more, under a certain condition, a policy iteration type algorithm can be developed.
Firstly, a model-based policy iteration algorithm is introduced to obtain the optimal control law.
Firstly, it is proved that the online policy iteration (PI) algorithm is equivalent to Newton׳s iteration.
Firstly, a model-free policy iteration algorithm is derived and its convergence is proved.
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