APRICODD: Approximate Policy Construction Using Decision Diagrams

Part of Advances in Neural Information Processing Systems 13 (NIPS 2000)

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Robert St-Aubin, Jesse Hoey, Craig Boutilier


We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and policies with much lower time and space requirements than exact dynamic programming. Our method reduces the sizes of the intermediate value functions generated during value iteration by replacing the values at the terminals of the ADD with ranges of values. Our method is demonstrated on a class of large MDPs (with up to 34 billion states), and we compare the results with the optimal value functions.