Optimal Threshold Policies for Multivariate Stopping-Time POMDPs

DOI10.1007/978-3-642-02906-6_73MaRDI QIDQ3638204zbMATH OpenOpenAlexFDO

Authors Vikram Krishnamurthy

Publication date 2 July 2009

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-02906-6_73

Mathematics Subject Classification ID

Multivariate analysis (62H99) Optimal stopping in statistics (62L15) Stochastic approximation (62L20) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Introduction to Stochastic Search and Optimization
• Networked sensor management and data rate control for tracking maneuvering targets
• Partially observed Markov decision process multiarmed bandits-structural results
• Some Monotonicity Results for Partially Observed Markov Decision Processes
• Structural results for partially observed control models
• Structured Threshold Policies for Dynamic Sensor Scheduling—A Partially Observed Markov Decision Process Approach
• Technical Note—On the Convexity of Policy Regions in Partially Observed Systems

Cited in

(5)

• Optimal threshold probability in undiscounted Markov decision processes with a target set.
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
• A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies
• Partially observed Markov decision process multiarmed bandits-structural results
• Symbolic and Quantitative Approaches to Reasoning with Uncertainty

Describes a project that uses

Uses Software

• POMDPS

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