Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142423 | Operations Research Letters | 2013 | 6 Pages |
Abstract
We consider partially observed Markov decision processes with control limits. We analytically show how the finite-horizon control limits are non-monotonic in (a) the time remaining and (b) the probability of obtaining a conforming unit. We also prove that the infinite-horizon control limit can be calculated by solving a finite set of linear equations.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Tal Ben-Zvi, Abraham Grosfeld-Nir,