Structural Results for Partially Observable Markov Decision Processes

S. Christian Albright
Additional contact information
S. Christian Albright: Indiana University, Bloomington, Indiana

Operations Research, 1979, vol. 27, issue 5, 1041-1053

Abstract: This paper examines monotonicity results for a fairly general class of partially observable Markov decision processes. When there are only two actual states in the system and when the actions taken are primarily intended to improve the system, rather than to inspect it, we give reasonable conditions which ensure that the optimal reward function and the optimal action are both monotone in the current state of information. Examples of maintenance systems and advertising systems for which our results hold are given. Finally, we examine the case where there are three or more actual states and indicate the difficulties encountered when we attempt to extend the monotonicity results to this situation.

Date: 1979
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.27.5.1041 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:27:y:1979:i:5:p:1041-1053

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().