On the computation of the optimal cost function for discrete time Markov models with partial observations
DOI10.1007/BF02283611zbMath0717.90095OpenAlexW1970030516MaRDI QIDQ2638970
Enrique L. Sernik, Steven I. Marcus
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02283611
Markov chainspartial observationsoptimal control policyfinite state and action spacesvalue iteration algorithmtwo state, finite action, infinite horizon, discrete-time Markov decision processes
Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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