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Markovian Decision Processes with Probabilistic Observation of States

J. K. Satia and R. E. Lave
Management Science
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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Markovian Decision Processes with Probabilistic Observation of States
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Abstract

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.

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