LP/POMDP marriage: Optimization with imperfect information

Naval Research Logistics

Volumn 47, Issue 8, 2000, Pages 607-619

  Yost, Kirk A ^a   Washburn, Alan R ^b  

^a USAF   (United States)

^b NAVAL POSTGRADUATE SCHOOL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONTROL SYSTEMS; DECISION MAKING; MARKOV PROCESSES; MILITARY AIRCRAFT; MILITARY OPERATIONS; RESOURCE ALLOCATION;

AIRCRAFT ATTACK TARGETS; PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES;

LINEAR PROGRAMMING;

EID: 0034548506     PISSN: 0894069X     EISSN: None     Source Type: Journal    
DOI: 10.1002/1520-6750(200012)47:8<607::AID-NAV1>3.0.CO;2-F     Document Type: Article

References (19)

1. D.P. Bertsekas, Dynamic programming and stochastic control, Academic, New York, 1976, pp. 111-128.
2. A.R. Cassandra, Optimal policies for partially observable Markov Decision Processes, Technical Report CS-94-14, Brown University, August 1994.
3. A.R. Cassandra, Exact and approximate algorithms for partially observable Markov Decision Processes, Ph.D. thesis, Brown University, May 1998, 313 pp.
4. D.A. Castanon, Approximate dynamic programming for sensor management, Proc 36th IEEE Conf Decision Control, San Diego, December 1997, pp. 1208-1213.
5. H.-T. Cheng, Algorithms for partially observable Markov Decision Processes, Ph.D. thesis, University of British Columbia, August 1988, pp. 52-61.
6. E. Cohen (Editor), Gulf War airpower survey, Volume II, Operations and effectiveness, Part II, Department of the Air Force, Washington, DC, 1993, pp. 39-43.
7. P.C. Gilmore and R.E. Gomory, A linear programming approach to the cutting stock problem, Oper Res 9 (1961), 849-859.
8. P.C. Gilmore and R.E. Gomory, A linear programming approach to the cutting stock problem - Part II, Oper Res 11 (1963), 863-888.
9. W.K. Klein Haneveld, Stochastic linear programming models, Duality in stochastic linear and dynamic programming, Springer-Verlag, Berlin, 1986, pp. 22-47.
10. T.W. Jonsbraten, Optimal selection and sequencing of oil wells under reservoir uncertainty, Technical Report, Department of Business Administration, Stavanger College, Stavanger, Norway, July 1997.
11. T.W. Jonsbraten, R.J.-B. Wets, and D.L. Woodruff, A class of stochastic programs with decision dependent random elements, Technical Report, University of California Davis, August 1997.
12. W.S. Lovejoy, A survey of algorithmic methods for partially observed Markov decision processes, Ann Oper Res 28(1) (1991), 47-65.
13. K.T. Marshall and R.M. Oliver, Decision making and forecasting, McGraw-Hill, New York, 1995.
14. C.H. Papadimitriou and J.N. Tsitsiklis, The complexity of Markov decision processes, Math Oper Res 12 (1987), 441-450.
15. R.G. Parker and R.R. Rardin, Discrete optimization, Academic, San Diego, 1988, pp. 205-230.
16. G. Pflug, On-line optimization of simulated Markov processes, Math Oper Res 15 (1990), 381-395.
17. W.B. Scott, Computer/IW efforts could shortchange aircraft programs, Aviation Week and Space Technology (19 January 1998), 59.
18. R. Smallwood and E.J. Sondik, The optimal control of partially observable Markov decision processes over a finite horizon, Oper Res 21 (1973), 1071-1088.
19. K.A. Yost, Solution of large-scale allocation problems with partially observable outcomes, Ph.D. thesis, Naval Postgraduate School, September 1998.