Markovian Decision Processes with Limited State Observability and Unobservable Costs

Abstract

Consider a finite-state finite-action Markovian Decision Process for which the state space has been partitioned into subsets. The decision maker can only observe the subset to which the states of the process belong, and not the actual states of the process. In addition, the costs are unobservable in the sense that the total discounted cost is to be assessed at infinity. An approach to this problem, which makes use of the probability distributions over the state space, is developed.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1972
Accession Number
ADA032231

Entities

People

  • James D. Steele

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • California
  • Corporations
  • Mathematics
  • New York
  • Observation
  • Probability
  • Probability Distributions
  • Sequences
  • Stationary
  • Statistics
  • Transitions

Readers

  • Life Cycle Cost Analysis
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space