Markovian Decision Processes with Probabilistic Observation of States

J. K. Satia and R. E. Lave
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J. K. Satia: Northeastern University
R. E. Lave: Stanford University

Management Science, 1973, vol. 20, issue 1, 1-13

Abstract: This is a study of finite state discrete time discounted Markovian decision process when the states are probabilistically observed. A model of this process is formulated, and an implicit enumeration algorithm is presented which optimizes the total expected discounted reward given the initial state. Several numerical examples are presented.

Date: 1973
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:20:y:1973:i:1:p:1-13

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