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The Optimal Control of Partially Observable Markov Processes over a Finite Horizon

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  1. Turgay Ayer & Oguzhan Alagoz & Natasha K. Stout, 2012. "OR Forum---A POMDP Approach to Personalize Mammography Screening Decisions," Operations Research, INFORMS, vol. 60(5), pages 1019-1034, October.
  2. Bei Zhao & Siwen Zheng & Jianhui Zhang, 2020. "Optimal policy for composite sensing with crowdsourcing," International Journal of Distributed Sensor Networks, , vol. 16(5), pages 15501477209, May.
  3. Abhijit Gosavi, 2009. "Reinforcement Learning: A Tutorial Survey and Recent Advances," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 178-192, May.
  4. Johannes Friedrich & Walter Senn, 2012. "Spike-based Decision Learning of Nash Equilibria in Two-Player Games," PLOS Computational Biology, Public Library of Science, vol. 8(9), pages 1-12, September.
  5. White, Chelsea C. & Cheong, Taesu, 2012. "In-transit perishable product inspection," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 310-330.
  6. James T. Treharne & Charles R. Sox, 2002. "Adaptive Inventory Control for Nonstationary Demand and Partial Information," Management Science, INFORMS, vol. 48(5), pages 607-624, May.
  7. Yanling Chang & Alan Erera & Chelsea White, 2015. "Value of information for a leader–follower partially observed Markov game," Annals of Operations Research, Springer, vol. 235(1), pages 129-153, December.
  8. Robert F. Dell & James N. Eagle & Gustavo Henrique Alves Martins & Almir Garnier Santos, 1996. "Using multiple searchers in constrained‐path, moving‐target search problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(4), pages 463-480, June.
  9. Esteban Colla-De-Robertis, 2023. "Juries and Information Aggregation in Dynamic Environments," Working Papers 272, Red Nacional de Investigadores en Economía (RedNIE).
  10. Powell, Warren B., 2019. "A unified framework for stochastic optimization," European Journal of Operational Research, Elsevier, vol. 275(3), pages 795-821.
  11. Satya S. Malladi & Alan L. Erera & Chelsea C. White, 2023. "Inventory control with modulated demand and a partially observed modulation process," Annals of Operations Research, Springer, vol. 321(1), pages 343-369, February.
  12. Nicole DeHoratius & Adam J. Mersereau & Linus Schrage, 2008. "Retail Inventory Management When Records Are Inaccurate," Manufacturing & Service Operations Management, INFORMS, vol. 10(2), pages 257-277, November.
  13. Gong, Linguo & Tang, Kwei, 1997. "Monitoring machine operations using on-line sensors," European Journal of Operational Research, Elsevier, vol. 96(3), pages 479-492, February.
  14. Givon, Moshe & Grosfeld-Nir, Abraham, 2008. "Using partially observed Markov processes to select optimal termination time of TV shows," Omega, Elsevier, vol. 36(3), pages 477-485, June.
  15. Yasemin Serin & Zeynep Muge Avsar, 1997. "Markov decision processes with restricted observations: Finite horizon case," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(5), pages 439-456, August.
  16. Burhaneddin Sandıkçı & Lisa M. Maillart & Andrew J. Schaefer & Mark S. Roberts, 2013. "Alleviating the Patient's Price of Privacy Through a Partially Observable Waiting List," Management Science, INFORMS, vol. 59(8), pages 1836-1854, August.
  17. Jay Nanduri & Yuting Jia & Anand Oka & John Beaver & Yung-Wen Liu, 2020. "Microsoft Uses Machine Learning and Optimization to Reduce E-Commerce Fraud," Interfaces, INFORMS, vol. 50(1), pages 64-79, January.
  18. Sze-chuan Suen & Margaret L. Brandeau & Jeremy D. Goldhaber-Fiebert, 2018. "Optimal timing of drug sensitivity testing for patients on first-line tuberculosis treatment," Health Care Management Science, Springer, vol. 21(4), pages 632-646, December.
  19. Makis, Viliam, 2009. "Multivariate Bayesian process control for a finite production run," European Journal of Operational Research, Elsevier, vol. 194(3), pages 795-806, May.
  20. Satya S. Malladi & Alan L. Erera & Chelsea C. White, 2021. "Managing mobile production-inventory systems influenced by a modulation process," Annals of Operations Research, Springer, vol. 304(1), pages 299-330, September.
  21. Song, Chaolin & Zhang, Chi & Shafieezadeh, Abdollah & Xiao, Rucheng, 2022. "Value of information analysis in non-stationary stochastic decision environments: A reliability-assisted POMDP approach," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
  22. Li, Weiyu & Denton, Brian T. & Morgan, Todd M., 2023. "Optimizing active surveillance for prostate cancer using partially observable Markov decision processes," European Journal of Operational Research, Elsevier, vol. 305(1), pages 386-399.
  23. Bren, Austin & Saghafian, Soroush, 2018. "Data-Driven Percentile Optimization for Multi-Class Queueing Systems with Model Ambiguity: Theory and Application," Working Paper Series rwp18-008, Harvard University, John F. Kennedy School of Government.
  24. Hao Zhang, 2010. "Partially Observable Markov Decision Processes: A Geometric Technique and Analysis," Operations Research, INFORMS, vol. 58(1), pages 214-228, February.
  25. Armando Z. Milioni & Stanley R. Pliska, 1988. "Optimal inspection under semi‐markovian deterioration: Basic results," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(5), pages 373-392, October.
  26. Otten, Maarten & Timmer, Judith & Witteveen, Annemieke, 2020. "Stratified breast cancer follow-up using a continuous state partially observable Markov decision process," European Journal of Operational Research, Elsevier, vol. 281(2), pages 464-474.
  27. Serin, Yasemin, 1995. "A nonlinear programming model for partially observable Markov decision processes: Finite horizon case," European Journal of Operational Research, Elsevier, vol. 86(3), pages 549-564, November.
  28. Jue Wang, 2016. "Minimizing the false alarm rate in systems with transient abnormality," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(4), pages 320-334, June.
  29. L M Maillart & T G Yeung & Z Gozde Icten, 2011. "Selecting test sensitivity and specificity parameters to optimally maintain a degrading system," Journal of Risk and Reliability, , vol. 225(2), pages 131-139, June.
  30. Malek Ebadi & Raha Akhavan-Tabatabaei, 2021. "Personalized Cotesting Policies for Cervical Cancer Screening: A POMDP Approach," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
  31. Oussama Habachi & Yezekael Hayel & Rachid El-Azouzi, 2018. "Optimal energy-delay tradeoff for opportunistic spectrum access in cognitive radio networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 67(4), pages 763-780, April.
  32. Zong-Zhi Lin & James C. Bean & Chelsea C. White, 2004. "A Hybrid Genetic/Optimization Algorithm for Finite-Horizon, Partially Observed Markov Decision Processes," INFORMS Journal on Computing, INFORMS, vol. 16(1), pages 27-38, February.
  33. Lu Jin & Undarmaa Bayarsaikhan & Kazuyuki Suzuki, 2016. "Optimal control limit policy for age-dependent deteriorating systems under incomplete observations," Journal of Risk and Reliability, , vol. 230(1), pages 34-43, February.
  34. N. Bora Keskin & John R. Birge, 2019. "Dynamic Selling Mechanisms for Product Differentiation and Learning," Operations Research, INFORMS, vol. 67(4), pages 1069-1089, July.
  35. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
  36. Hossein Kamalzadeh & Vishal Ahuja & Michael Hahsler & Michael E. Bowen, 2021. "An Analytics‐Driven Approach for Optimal Individualized Diabetes Screening," Production and Operations Management, Production and Operations Management Society, vol. 30(9), pages 3161-3191, September.
  37. Nan Zhang & Sen Tian & Le Li & Zhongbin Wang & Jun Zhang, 2023. "Maintenance analysis of a partial observable K-out-of-N system with load sharing units," Journal of Risk and Reliability, , vol. 237(4), pages 703-713, August.
  38. Williams, Byron K., 2009. "Markov decision processes in natural resources management: Observability and uncertainty," Ecological Modelling, Elsevier, vol. 220(6), pages 830-840.
  39. Turgay Ayer, 2015. "Inverse optimization for assessing emerging technologies in breast cancer screening," Annals of Operations Research, Springer, vol. 230(1), pages 57-85, July.
  40. Chernonog, Tatyana & Avinadav, Tal, 2016. "A two-state partially observable Markov decision process with three actionsAuthor-Name: Ben-Zvi, Tal," European Journal of Operational Research, Elsevier, vol. 254(3), pages 957-967.
  41. Williams, Byron K., 2011. "Resolving structural uncertainty in natural resources management using POMDP approaches," Ecological Modelling, Elsevier, vol. 222(5), pages 1092-1102.
  42. Seites-Rundlett, William & Bashar, Mohammad Z. & Torres-Machi, Cristina & Corotis, Ross B., 2022. "Combined evidence model to enhance pavement condition prediction from highly uncertain sensor data," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
  43. Zehra Önen Dumlu & Serpil Sayın & İbrahim Hakan Gürvit, 2023. "Screening for preclinical Alzheimer’s disease: Deriving optimal policies using a partially observable Markov model," Health Care Management Science, Springer, vol. 26(1), pages 1-20, March.
  44. Martin Mundhenk, 2000. "The Complexity of Optimal Small Policies," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 118-129, February.
  45. Lyn C. Thomas & James N. Eagle, 1995. "Criteria and approximate methods for path‐constrained moving‐target search problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 42(1), pages 27-38, February.
  46. Li, Yanjie & Yin, Baoqun & Xi, Hongsheng, 2011. "Finding optimal memoryless policies of POMDPs under the expected average reward criterion," European Journal of Operational Research, Elsevier, vol. 211(3), pages 556-567, June.
  47. Fatih Safa Erenay & Oguzhan Alagoz & Adnan Said, 2014. "Optimizing Colonoscopy Screening for Colorectal Cancer Prevention and Surveillance," Manufacturing & Service Operations Management, INFORMS, vol. 16(3), pages 381-400, July.
  48. Kuo, Yarlin, 2006. "Optimal adaptive control policy for joint machine maintenance and product quality control," European Journal of Operational Research, Elsevier, vol. 171(2), pages 586-597, June.
  49. Yossi Aviv & Amit Pazgal, 2005. "A Partially Observed Markov Decision Process for Dynamic Pricing," Management Science, INFORMS, vol. 51(9), pages 1400-1416, September.
  50. Junbo Son & Yeongin Kim & Shiyu Zhou, 2022. "Alerting patients via health information system considering trust-dependent patient adherence," Information Technology and Management, Springer, vol. 23(4), pages 245-269, December.
  51. White, Benedict, 2002. "Optimal Monitoring of Agri-environmental Schemes," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125606, Australian Agricultural and Resource Economics Society.
  52. V. Makis & X. Jiang, 2003. "Optimal Replacement Under Partial Observations," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 382-394, May.
  53. Alireza Boloori & Soroush Saghafian & Harini A. Chakkera & Curtiss B. Cook, 2020. "Data-Driven Management of Post-transplant Medications: An Ambiguous Partially Observable Markov Decision Process Approach," Manufacturing & Service Operations Management, INFORMS, vol. 22(5), pages 1066-1087, September.
  54. Chiel van Oosterom & Lisa M. Maillart & Jeffrey P. Kharoufeh, 2017. "Optimal maintenance policies for a safety‐critical system and its deteriorating sensor," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(5), pages 399-417, August.
  55. Kirk A. Yost & Alan R. Washburn, 2000. "The LP/POMDP marriage: Optimization with imperfect information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 47(8), pages 607-619, December.
  56. Hao Zhang, 2022. "Analytical Solution to a Discrete-Time Model for Dynamic Learning and Decision Making," Management Science, INFORMS, vol. 68(8), pages 5924-5957, August.
  57. Ali Hajjar & Oguzhan Alagoz, 2023. "Personalized Disease Screening Decisions Considering a Chronic Condition," Management Science, INFORMS, vol. 69(1), pages 260-282, January.
  58. Juri Hinz, 2021. "On Approximate Solutions for Partially Observable Decision Problems," Research Paper Series 421, Quantitative Finance Research Centre, University of Technology, Sydney.
  59. Michael Jong Kim & Viliam Makis, 2013. "Joint Optimization of Sampling and Control of Partially Observable Failing Systems," Operations Research, INFORMS, vol. 61(3), pages 777-790, June.
  60. Stephen M. Gilbert & Hena M Bar, 1999. "The value of observing the condition of a deteriorating machine," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 790-808, October.
  61. Azam Asanjarani & Yoni Nazarathy, 2020. "The Role of Information in System Stability with Partially Observable Servers," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 949-968, September.
  62. Guo, Chunhui & Liang, Zhenglin, 2022. "A predictive Markov decision process for optimizing inspection and maintenance strategies of partially observable multi-state systems," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
  63. Vishal Ahuja & John R. Birge, 2020. "An Approximation Approach for Response-Adaptive Clinical Trial Design," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 877-894, October.
  64. Williams, Byron K. & Eaton, Mitchell J. & Breininger, David R., 2011. "Adaptive resource management and the value of information," Ecological Modelling, Elsevier, vol. 222(18), pages 3429-3436.
  65. Theodore T. Allen & Zhenhuan Sui & Nathan L. Parker, 2017. "Timely Decision Analysis Enabled by Efficient Social Media Modeling," Decision Analysis, INFORMS, vol. 14(4), pages 250-260, December.
  66. Hao Zhang & Weihua Zhang, 2023. "Analytical Solution to a Partially Observable Machine Maintenance Problem with Obvious Failures," Management Science, INFORMS, vol. 69(7), pages 3993-4015, July.
  67. Jue Wang & Chi-Guhn Lee, 2015. "Multistate Bayesian Control Chart Over a Finite Horizon," Operations Research, INFORMS, vol. 63(4), pages 949-964, August.
  68. George Tagaras & Yiannis Nikolaidis, 2002. "Comparing the Effectiveness of Various Bayesian X̄ Control Charts," Operations Research, INFORMS, vol. 50(5), pages 878-888, October.
  69. Memarzadeh, Milad & Pozzi, Matteo & Kolter, J. Zico, 2016. "Hierarchical modeling of systems with similar components: A framework for adaptive monitoring and control," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 159-169.
  70. Turgay Ayer & Oguzhan Alagoz & Natasha K. Stout & Elizabeth S. Burnside, 2016. "Heterogeneity in Women’s Adherence and Its Role in Optimal Breast Cancer Screening Policies," Management Science, INFORMS, vol. 62(5), pages 1339-1362, May.
  71. M. Reza Skandari & Steven M. Shechter, 2021. "Patient-Type Bayes-Adaptive Treatment Plans," Operations Research, INFORMS, vol. 69(2), pages 574-598, March.
  72. Vikram Krishnamurthy & Bo Wahlberg, 2009. "Partially Observed Markov Decision Process Multiarmed Bandits---Structural Results," Mathematics of Operations Research, INFORMS, vol. 34(2), pages 287-302, May.
  73. Yanling Chang & Alan Erera & Chelsea White, 2015. "A leader–follower partially observed, multiobjective Markov game," Annals of Operations Research, Springer, vol. 235(1), pages 103-128, December.
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