On essential information in sequential decision processes
نویسنده
چکیده
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.
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عنوان ژورنال:
- Math. Meth. of OR
دوره 62 شماره
صفحات -
تاریخ انتشار 2005