Partially observed Markov decision processes with binomial observations

Ben-Zvi T.; Grosfeld-Nir A.

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Partially observed Markov decision processes with binomial observations

机译：具有二项式观测的部分观测的Markov决策过程

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摘要

We consider partially observed Markov decision processes with control limits. We analytically show how the finite-horizon control limits are non-monotonic in (a) the time remaining and (b) the probability of obtaining a conforming unit. We also prove that the infinite-horizon control limit can be calculated by solving a finite set of linear equations.

机译：我们考虑具有控制极限的部分观察到的马尔可夫决策过程。我们分析性地显示有限水平控制极限在（a）剩余时间和（b）获得合格单元的概率中是非单调的。我们还证明可以通过求解有限的线性方程组来计算无限水平控制极限。

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《Operations Research Letters: A Journal of the Operations Research Society of America》 |2013年第2期|共6页
作者
Ben-Zvi T.; Grosfeld-Nir A.;
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正文语种 eng
中图分类运筹学;
关键词
Binomial yield; Control limit; POMDP;

机译：二项式产量;控制极限;POMDP;

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专利

1. Partially observed Markov decision processes with binomial observations [J] . Ben-Zvi T., Grosfeld-Nir A. Operations Research Letters: A Journal of the Operations Research Society of America . 2013,第2期

机译：具有二项式观测的部分观测的Markov决策过程
2. Information Relaxation Bounds for Partially Observed Markov Decision Processes [J] . Haugh Martin B., Lacedelli Octavio Ruiz IEEE Transactions on Automatic Control . 2020,第8期

机译：部分观察到的Markov决策过程的信息放松界限
3. Asymptotic Optimality of Finite Model Approximations for Partially Observed Markov Decision Processes With Discounted Cost [J] . Saldi Naci, Yuksel Serdar, Linder Tamas IEEE Transactions on Automatic Control . 2020,第1期

机译：有限模型近似的渐近最优折扣折扣判决过程的有限模型近似
4. On the adaptive control of a class of partially observed Markov decision processes [C] . Shun-Pin Hsu, Dong-Ming Chuang, Arapostathis, A. American Control Conference;ACC '09 . 2009

机译：一类局部观测的马尔可夫决策过程的自适应控制
5. Discrete-time partially observed Markov decision processes: Ergodic, adaptive, and safety control. [D] . Hsu, Shun-Pin. 2002

机译：离散时间部分观察到的马尔可夫决策过程：遍历，自适应和安全控制。
6. Decision Making Under Uncertainty: A Neural Model Based on Partially Observable Markov Decision Processes [O] . Rajesh P. N. Rao 2010

机译：不确定性下的决策：基于部分可观察的马尔可夫决策过程的神经模型
7. Experimental design for Partially Observed Markov Decision Processes [O] . Thorbergsson, Leifur, Hooker, Giles 2017

机译：部分观测马尔可夫决策过程的实验设计

Partially observed Markov decision processes with binomial observations

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