Markovian Decision Processes with Limited State Observability and Unobservable Costs.

Jessica Steele

Expert InsightsPublished 1972

Consider a finite-state, finite-action Markovian Decision Process for which the state space has been partitioned into subsets. The decisionmaker can only observe the subset to which the states of the process belong, and not the actual states of the process. In addition, the costs are unobservable in the sense that the total discounted cost is to be assessed at infinity. An approach to this problem, which makes use of the probability distributions over the state space, is developed. 13 pp. Bibliog.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1972
  • Pages: 13
  • Document Number: P-4925

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Steele, Jessica, Markovian Decision Processes with Limited State Observability and Unobservable Costs. Santa Monica, CA: RAND Corporation, 1972. https://www.rand.org/pubs/papers/P4925.html.
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