Partially observable Markov decision processes with partially observable random discount factors

Title:

Partially observable Markov decision processes with partially observable random discount factors

Creator:

Martinez-Garcia, E. Everardo, Minjárez-Sosa, J. Adolfo, and Vega-Amaya, Oscar

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:3866dff1-6c0b-4d64-a8d2-ae0618442279
uuid:3866dff1-6c0b-4d64-a8d2-ae0618442279
doi:10.14736/kyb-2022-6-0960

Subject:

partially observable systems, discounted criterion, random discount factors, queueing models, and optimal policies

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

This paper deals with a class of partially observable discounted Markov decision processes defined on Borel state and action spaces, under unbounded one-stage cost. The discount rate is a stochastic process evolving according to a difference equation, which is also assumed to be partially observable. Introducing a suitable control model and filtering processes, we prove the existence of optimal control policies. In addition, we illustrate our results in a class of GI/GI/1 queueing systems where we obtain explicitly the corresponding optimality equation and the filtering process.

Language:

English

Rights:

http://creativecommons.org/licenses/by-nc-sa/4.0/
policy:public

Coverage:

960-983

Source:

Kybernetika | 2022 Volume:58 | Number:6

Harvested from:

CDK

Metadata only:

false