The LP/POMDP marriage: Optimization with imperfect information

Kirk A. Yost and Alan R. Washburn

Naval Research Logistics (NRL), 2000, vol. 47, issue 8, 607-619

Abstract: A new technique for solving large‐scale allocation problems with partially observable states and constrained action and observation resources is introduced. The technique uses a master linear program (LP) to determine allocations among a set of control policies, and uses partially observable Markov decision processes (POMDPs) to determine improving policies using dual prices from the master LP. An application is made to a military problem where aircraft attack targets in a sequence of stages, with information acquired in one stage being used to plan attacks in the next. © 2000 John Wiley & Sons, Inc., Naval Research Logistics 47: 607–619, 2000

Date: 2000
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https://doi.org/10.1002/1520-6750(200012)47:83.0.CO;2-F

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