Article ID: | iaor20013594 |
Country: | United States |
Volume: | 47 |
Issue: | 8 |
Start Page Number: | 607 |
End Page Number: | 619 |
Publication Date: | Dec 2000 |
Journal: | Naval Research Logistics |
Authors: | Washburn Alan R., Yost Kirk A. |
Keywords: | military & defence, markov processes, programming: linear |
A new technique for solving large-scale allocation problems with partially observable states and constrained action and observation resources is introduced. The technique uses a master linear program (LP) to determine allocations among a set of control policies, and uses partially observable Markov decision processes to determine improving policies using dual prices from the master LP. An application is made to a military problem where aircraft attack targets in a sequence of stages, with information acquired in one stage being used to plan attacks in the next.