Partially Observable Markov Decision Processes: A Geometric Technique and Analysis

A POMDP Framework to Find Optimal Inspection and Maintenance Policies via Availability and Profit Maximization for Manufacturing Systems

Maintenance can be the factor of either increasing or decreasing system's availability, so it is valuable work to evaluate a maintenance policy from cost and availability point of view, simultaneously and according to decision maker's priorities. This study proposes a Partially Observable Markov Decision Process (POMDP) framework for a partially observable and stochastically deteriorating syste...

Approximate Linear Programming for Constrained Partially Observable Markov Decision Processes

In many situations, it is desirable to optimize a sequence of decisions by maximizing a primary objective while respecting some constraints with respect to secondary objectives. Such problems can be naturally modeled as constrained partially observable Markov decision processes (CPOMDPs) when the environment is partially observable. In this work, we describe a technique based on approximate lin...

Geometry and Determinism of Optimal Stationary Control in Partially Observable Markov Decision Processes

It is well known that any finite state Markov decision process (MDP) has a deterministic memoryless policy that maximizes the discounted longterm expected reward. Hence for such MDPs the optimal control problem can be solved over the set of memoryless deterministic policies. In the case of partially observable Markov decision processes (POMDPs), where there is uncertainty about the world state,...

MDPs Semi - Markov decision processes Hidden Markov models Partially observable SMDPs Hierarchical HMMs

Transition Entropy in Partially Observable Markov Decision Processes

This paper proposes a new heuristic algorithm suitable for real-time applications using partially observable Markov decision processes (POMDP). The algorithm is based in a reward shaping strategy which includes entropy information in the reward structure of a fully observable Markov decision process (MDP). This strategy, as illustrated by the presented results, exhibits near-optimal performance...