{
  "id": "1404.3328",
  "version": "v2",
  "published": "2014-04-12T23:27:27.000Z",
  "updated": "2015-11-14T17:02:51.000Z",
  "title": "Myopic Bounds for Optimal Policy of POMDPs: An extension of Lovejoy's structural results",
  "authors": [
    "Vikram Krishnamurthy",
    "Udit Pareek"
  ],
  "comment": "Operations Research, Vol. 63, Jan. 2015",
  "categories": [
    "math.OC"
  ],
  "abstract": "This paper provides a relaxation of the sufficient conditions, and also an extension of the structural results for Partially Observed Markov Decision Processes (POMDPs) given in Lovejoy (1987). Sufficient conditions are provided so that the optimal policy can be upper and lower bounded by judiciously chosen myopic policies. These myopic policy bounds are constructed to maximize the volume of belief states where they coincide with the optimal policy. Numerical examples illustrate these myopic bounds for both continuous and discrete observation sets.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-04-12T23:27:27.000Z",
      "title": "Myopic Bounds for Optimal Policy of POMDPs: A minor extension of Lovejoy's structural results",
      "abstract": "This short note provides a minor correction to the sufficient conditions, and also a small extension of the structural results for Partially Observed Markov Decision Processes (POMDPs) given in [Lovejoy 1987] and [Rieder 1991]. Sufficient conditions are provided so that the optimal policy can be upper and lower bounded by judiciously chosen myopic policies. These myopic policy bounds are constructed to maximize the volume of belief states where they coincide with the optimal policy. Numerical examples illustrate these myopic bounds for both continuous and discrete observation sets.",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2015-11-14T17:02:51.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "optimal policy",
      "lovejoys structural results",
      "myopic bounds",
      "minor extension",
      "sufficient conditions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1404.3328K"
    }
  }
}