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Optimal Threshold Policies for Operation of a Dedicated-Platform with Imperfect State Information – A POMDP Framework

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Symbolic and Quantitative Approaches to Reasoning with Uncertainty (ECSQARU 2005)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3571))

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Abstract

We consider the general problem of optimal stochastic control of a dedicated-platform that processes one primary function or task (target-task). The dedicated-platform has two modes of action at each period of time: it can attempt to process the target-task at the given period of time, or suspend the target-task for later completion. We formulate the optimal trade-off between the processing cost and the latency in completion of the target-task as a Partially Observable Markov Decision Process (POMDP). By reformulating this POMDP as a Markovian search problem, we prove that the optimal control policies are threshold in nature. Threshold policies are computationally efficient and inexpensive to implement in real time systems. Numerical results demonstrate the effectiveness of these threshold based operating algorithms as compared to non-optimal heuristic algorithms.

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© 2005 Springer-Verlag Berlin Heidelberg

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Farrokh, A., Krishnamurthy, V. (2005). Optimal Threshold Policies for Operation of a Dedicated-Platform with Imperfect State Information – A POMDP Framework. In: Godo, L. (eds) Symbolic and Quantitative Approaches to Reasoning with Uncertainty. ECSQARU 2005. Lecture Notes in Computer Science(), vol 3571. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11518655_18

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  • DOI: https://doi.org/10.1007/11518655_18

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-27326-4

  • Online ISBN: 978-3-540-31888-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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