1. ON THE CONSTRUCTION OF ε-OPTIMAL STRATEGIES IN PARTIALLY OBSERVED MDPs.
- Author
-
Runggaldier, Wolfgang J.
- Subjects
MATHEMATICAL optimization ,MATHEMATICAL analysis ,MATHEMATICS ,MAXIMA & minima ,OPERATIONS research ,SIMULATION methods & models - Abstract
The purpose of the paper is to give a survey of methods, partly derived by the author in joint work with other researchers, concerning the problem of constructing e-optimal strategies for partially observable MDPs. The methods basically consist in transforming the problem into one of approximation: Starting from the original problem a sequence of approximating problems is constructed such that: (i) For each approximating problem an optimal strategy can actually be computed, (ii) Given ϵ » 0, there exists an approximating problem such that the optimal strategy for the latter is ϵ-optimal for the original problem. [ABSTRACT FROM AUTHOR]
- Published
- 1991
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