Markov Decision Processes with Restricted Observations: Finite Horizon Model



Markov decision processes with restricted observations: Finite horizon case
Serin, Yaşar Yasemin; Avşar, Zeynep Müge (Wiley, 1997-08-01)
In this article we consider a Markov decision process subject to the constraints that result from some observability restrictions. We assume that the state of the Markov process under consideration is unobservable. The states are grouped so that the group that a state belongs to is observable. So, we want to find an optimal decision rule depending on the observable groups instead of the states. This means that the same decision applies to all the states in the same group. We prove that a deterministic optim...
Markov decision processes with rest ricted observations.
Avşar, Zeynep Müge; Department of Industrial Engineering (1992)
Markov Decision Processes Based Optimal Control Policies for Probabilistic Boolean Networks
Abul, Osman; Alhajj, Reda; Polat, Faruk (2004-06-01)
This paper addresses the control formulation process for probabilistic boolean genetic networks. It is a major problem that has not been investigated enough yet. We argue that a monitoring stage is necessary after the control stage for providing guidance about the evolution of the investigated state. For this purpose, we developed methods for generating optimal control policies for each of the following five cases: finite control, infinite control, finite control-infinite monitoring, finite control-finite m...
Markov decision processes under observability constraints
Serin, Yaşar Yasemin (Springer Science and Business Media LLC, 2005-06-01)
We develop an algorithm to compute optimal policies for Markov decision processes subject to constraints that result from some observability restrictions on the process. We assume that the state of the Markov process is unobservable. There is an observable process related to the unobservable state. So, we want to find a decision rule depending only on this observable process. The objective is to minimize the expected average cost over an infinite horizon. We also analyze the possibility of performing observ...
Markov switching cointegration approach to modeling target zone behavior of the exchange rates with an application to FF/DM exchange rate
Gürgenci, Zerrin; Erlat, Haluk; Department of Economics (1999)
Citation Formats
Y. Y. Serin and Z. M. Avşar, “Markov Decision Processes with Restricted Observations: Finite Horizon Model,” 1993, Accessed: 00, 2021. [Online]. Available: