Partially observed Markov decision processes with binomial observations

Tal Ben-Zvi, Abraham Grosfeld-Nir

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)201-206
Number of pages6
JournalOperations Research Letters
Volume41
Issue number2
DOIs
StatePublished - Mar 2013

Keywords

  • Binomial yield
  • Control limit
  • POMDP

Fingerprint

Dive into the research topics of 'Partially observed Markov decision processes with binomial observations'. Together they form a unique fingerprint.

Cite this