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2004

Discretized Approximations for POMDP with Average Cost

13 years 5 months ago
Discretized Approximations for POMDP with Average Cost
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 finite number of belief points, and can be computed efficiently using value iteration algorithms for finite-state MDP. While for discounted problems several lower approximation schemes have been proposed earlier, ours seems the first of its kind for average cost problems. We focus primarily on the average cost case, and we show that the corresponding approximation can be computed efficiently using multi-chain algorithms for finite-state MDP. We give a preliminary analysis showing that regardless of the existence of the optimal average cost J in the POMDP, the approximation obtained is a lower bound of the liminf optimal average cost function, and can also be used to calculate an upper bound on the limsup optimal average cost function, as well as bounds on the cost of executing the stationary policy associated w...
Huizhen Yu, Dimitri P. Bertsekas
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2004
Where UAI
Authors Huizhen Yu, Dimitri P. Bertsekas
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