Partially Observable Markov Decision Processes: A Geometric Technique and Analysis

  • Authors:
  • Hao Zhang

  • Affiliations:
  • Marshall School of Business, University of Southern California, Los Angeles, California 90089

  • Venue:
  • Operations Research
  • Year:
  • 2010

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Abstract

This paper presents a novel framework for studying partially observable Markov decision processes (POMDPs) with finite state, action, observation sets, and discounted rewards. The new framework is solely based on future-reward vectors associated with future policies, which is more parsimonious than the traditional framework based on belief vectors. It reveals the connection between the POMDP problem and two computational geometry problems, i.e., finding the vertices of a convex hull and finding the Minkowski sum of convex polytopes, which can help solve the POMDP problem more efficiently. The new framework can clarify some existing algorithms over both finite and infinite horizons and shed new light on them. It also facilitates the comparison of POMDPs with respect to their degree of observability, as a useful structural result.