Ghosh, Mrinal K and Goswami, Anindya (2004) Semi-Markov decision processes with partial observation. In: Bulletin of Kerala Mathematics Association, 1 (2). pp. 148-168.Full text not available from this repository. (Request a copy)
We study a semi-Markov decision process on a Borel state space where the state of the system is not known to the decision maker but it takes decisions based on an observation process. We transform this into an equivalent problem with complete information. We then establish the existence of optimal policies.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Kerala Mathematics Association.|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||01 Feb 2008|
|Last Modified:||27 Aug 2008 13:10|
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