Cover: Markovian Decision Processes with Limited State Observability and Unobservable Costs.

Markovian Decision Processes with Limited State Observability and Unobservable Costs.

Published 1972

by Jessica Steele

Purchase Print Copy

 Format Price
Add to Cart Paperback13 pages $20.00

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.

This report is part of the RAND paper series. The paper was a product of RAND from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.

This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit

RAND is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.