The marriage of linear programming and partially observable Markov decision processes: Optimization with Imperfect Information

The marriage of linear programming and partially observable Markov decision processes: Optimization with Imperfect Information

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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: ,
Keywords: military & defence, markov processes, programming: linear
Abstract:

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.

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