المؤلف
Saldı, Naci, Yuksel, S., Linder, T.
تاريخ النشر
2020-01
مكان النشر
-
IEEE
الموضوع
Aerospace electronics, Convergence, Quantization (signal), Markov processes, Computational modeling, Cost function, Approximations, Markov decision processes, Non-linear filtering, Quantization, Stochastic control
النوع
دورية
اللغة
الإنجليزية
رقمي
نعم
مخطوط
لا
المكتبة
جامعة اوزيجين
معرف أصل المكتبة
0018-9286
رقم السجل
9f33c013-e783-4804-b33d-1fa2896875a9
موقع المكتبة
Natural and Mathematical Sciences
التاريخ
2020-01
ملاحظات
Natural Sciences and Engineering Research Council of Canada (NSERC)
نص عينة
We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully observed one on the belief space, the finite models are obtained through the uniform quantization of the state and action spaces of the belief space Markov decision process (MDP). Under mild assumptions on the components of the original model, it is established that the policies obtained from these finite models are nearly optimal for the belief space MDP, and so, for the original partially observed problem. The assumptions essentially require that the belief space MDP satisfies a mild weak continuity condition. We provide an example and introduce explicit approximation procedures for the quantization of the set of probability measures on the state space of POMDP (i.e., belief space).
DOI
10.1109/TAC.2019.2907172
Cilt
65
