Upper Bounds for All and Max-gain Policy Iteration Algorithms on Deterministic MDPs

Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every state-action pair has a unique next state. Our results include a non-trivial upper bound that applies to the entire family of PI algorithms; another to all"max-gain"switching variants; and affirmation that a conjecture regarding Howard's PI on MDPs is true for DMDPs. Our analysis is based on certain graph-theoretic results, which may be of independent interest.