Approximations in Bayesian controlled Markov chains

K.M. Hee, van

Approximations in Bayesian controlled Markov chains

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Abstract

A class of Markov decision processes is considered with a finite state and action space and with an incompletely known transition mechanism. The controller is looking for a strategy maximizing the Bayesian expected total discounted return. In section 2 approximations are given for this value and in section 3 we indicate how to compute the value for a fixed prior distribution.

Original language	English
Place of Publication	Eindhoven
Publisher	Technische Hogeschool Eindhoven
Number of pages	11
Publication status	Published - 1976

Publication series

Name	Memorandum COSOR
Volume	7615
ISSN (Print)	0926-4493

Access to Document

339635Final published version, 339 KB

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Hee, van, K. M. (1976). Approximations in Bayesian controlled Markov chains. (Memorandum COSOR; Vol. 7615). Technische Hogeschool Eindhoven.

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