Experimental Design for Partially Observed Markov Decision Processes

DOI10.1137/16M1084924zbMath1391.90634arXiv1209.4019OpenAlexW2962776633MaRDI QIDQ3176233

Leifur Thorbergsson, Giles Hooker

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4019

zbMATH Keywords

optimal controldynamic programmingMarkov decision processexperimental designvalue iteration algorithm

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Point estimation (62F10) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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