Approximations in Bayesian controlled Markov chains

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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 languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages11
Publication statusPublished - 1976

Publication series

NameMemorandum COSOR
ISSN (Print)0926-4493

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