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On essential information in sequential decision processes

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  • Eugene Feinberg

Abstract

This paper provides sufficient conditions when certain information about the past of a stochastic decision processes can be ignored by a controller. We illustrate the results with particular applications to queueing control, control of semi-Markov decision processes with iid sojourn times, and uniformization of continuous-time Markov decision processes. Copyright Springer-Verlag 2005

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  • Eugene Feinberg, 2005. "On essential information in sequential decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(3), pages 399-410, December.
    • Handle: RePEc:spr:mathme:v:62:y:2005:i:3:p:399-410
    DOI: 10.1007/s00186-005-0035-3
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    References listed on IDEAS

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    1. K. R. Balachandran, 1973. "Control Policies for a Single Server System," Management Science, INFORMS, vol. 19(9), pages 1013-1018, May.
    2. MILLER, Bruce L., 1969. "A queueing reward system with several customer classes," LIDAM Reprints CORE 41, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Bruce L. Miller, 1969. "A Queueing Reward System with Several Customer Classes," Management Science, INFORMS, vol. 16(3), pages 234-245, November.
    4. Eugene A. Feinberg, 2004. "Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 492-524, August.
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