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Μερικά παρατηρήσιμες αλυσίδες Μαρκοβιανής απόφασης με ομοιόμορφη κατανομή μηνυμάτων

Journal of Economics and Business - SPOUDAI

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Title Μερικά παρατηρήσιμες αλυσίδες Μαρκοβιανής απόφασης με ομοιόμορφη κατανομή μηνυμάτων
Partially observable Markov decision processes with uniformly distributed signal processes
 
Creator Γκουλιώνης, Ιωάννης
 
Subject Δυναμικός προγραμματισμός
Maintenance; Dynamic-programming; P.O.M.D.P.
 
Description A Partially observed Markov decision process (P.O.M.D.P.) is a sequential decision
problem where information concerning parameters of interest is incomplete, and possible
actions include sampling, surveying, or otherwise collecting additional information. Such
problems can theoretically be solved as dynamics programs, but the relevant state space is
infinite which inhibits algorithmic solution. We formulate a (P.O.M.D.P.) with a continous
signal space and a method to convert a problem with uniformly distributed signal processes.
We discussed how to solve (P.O.M.D.P.) problems with continous signal processes.
However, in order to obtain a value function which is close to the optimal value function,
we might need to construct a step function with large number of signals.
 
Publisher University of Piraeus
 
Date 2007-02-15
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion

 
Format application/pdf
 
Identifier http://spoudai.unipi.gr/index.php/spoudai/article/view/1239
 
Source SPOUDAI - Journal of Economics and Business; Vol 55, No 3 (2005); 55-75
2241-424X
1105-8919
 
Language eng
 
Relation http://spoudai.unipi.gr/index.php/spoudai/article/view/1239/1318
 
Rights Copyright (c) 2007 SPOUDAI - Journal of Economics and Business