Using Convex Switching Techniques for Partially Observable Decision Processes

作者：Hinz Juri^*

来源：IEEE Transactions on Automatic Control, 2016, 61(9): 2727-2732.

DOI：10.1109/TAC.2015.2505403

• Approximate dynamic programming
• Markov Decision

We present and examine a novel method for obtaining solutions to specific discrete-time optimal control problems. Our approach is based on linear state dynamics and convexity assumptions commonly satisfied in practical applications. We show that the important class of optimal switching problems under partial observation is covered by our methodology, and we exploit specific model features to achieve simple algorithmic form of a numerical solution.

• 出版日期2016-9