Partially observed Markov decision processes with binomial observations

作者：Ben Zvi Tal^*; Grosfeld Nir Abraham

来源：Operations Research Letters, 2013, 41(2): 201-206.

DOI：10.1016/j.orl.2013.01.005

• POMDP
• Binomial yield
• Control limit

We consider partially observed Markov decision processes with control limits. We analytically show how the finite-horizon control limits are non-monotonic in (a) the time remaining and (b) the probability of obtaining a conforming unit. We also prove that the infinite-horizon control limit can be calculated by solving a finite set of linear equations.

• 出版日期2013-3