The Optimal Control of Partially Observable Markov Processes over a Finite Horizon.
Richard D. SmallwoodEdward J. SondikPublished in: Oper. Res. (1973)
Keyphrases
- markov processes
- infinite horizon
- optimal control
- partially observable
- finite horizon
- markov chain
- stochastic processes
- dynamic programming
- markov decision problems
- control strategy
- production planning
- average cost
- reinforcement learning
- random fields
- non stationary
- control policies
- markov decision process
- random walk
- partially observable markov decision processes
- bayesian networks
- machine learning