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Markovian Decision Processes with Probabilistic Observation of States
J. K. Satia and R. E. Lave
Vol. 20, No. 1, Theory Series (Sep., 1973), pp. 1-13
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2629064
Page Count: 13
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This is a study of finite state discrete time discounted Markovian decision process when the states are probabilistically observed. A model of this process is formulated, and an implicit enumeration algorithm is presented which optimizes the total expected discounted reward given the initial state. Several numerical examples are presented.
Management Science © 1973 INFORMS