Markovian Decision Processes with Probabilistic Observation of States

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.

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Year of publication:	1973
Authors:	Satia, J. K. ; Lave, R. E.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 20.1973, 1, p. 1-13
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.20.1.1 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009198094