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A Computationally Efficient Algorithm For Undiscounted Markov Decision Processes With Restricted Observations, Lauren Davis, Thom Hodgson, Russell King, Wenbin Wei
A Computationally Efficient Algorithm For Undiscounted Markov Decision Processes With Restricted Observations, Lauren Davis, Thom Hodgson, Russell King, Wenbin Wei
Dr. Lauren B Davis
We present a computationally efficient procedure to determine control policies for an infinite horizon Markov Decision process with restricted observations. The optimal policy for the system with restricted observations is a function of the observation process and not the unobservable states of the system. Thus, the policy is stationary with respect to the partitioned state space. The algorithm we propose addresses the undiscounted average cost case. The algorithm combines a local search with a modified version of Howard's (Dynamic programming and Markov processes, MIT Press, Cambridge, MA, 1960) policy iteration method. We demonstrate empirically that the algorithm finds the optimal …
Mac Pgp Encryption, Elizabeth Scheyder