We consider the average cost problem for partially observable Markov decision processes (POMDP) with finite state, observation, and control spaces. We prove that there exists an -...
—We consider an agent interacting with an unmodeled environment. At each time, the agent makes an observation, takes an action, and incurs a cost. Its actions can influence futu...
Vivek F. Farias, Ciamac Cyrus Moallemi, Tsachy Wei...
When a manufacturer places repeated orders with a supplier to meet changing production requirements, he faces the challenge of finding the right balance between holding costs and ...
In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a fi...