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Technical Note—On the Convexity of Policy Regions in Partially Observed Systems

Author

Listed:
  • William S. Lovejoy

    (Stanford University, Stanford, California)

Abstract

We offer a simple observation that unifies many of the existing convex policy region results for partially observed systems.

Suggested Citation

  • William S. Lovejoy, 1987. "Technical Note—On the Convexity of Policy Regions in Partially Observed Systems," Operations Research, INFORMS, vol. 35(4), pages 619-621, August.
    • Handle: RePEc:inm:oropre:v:35:y:1987:i:4:p:619-621
    DOI: 10.1287/opre.35.4.619
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    Cited by:

    1. L M Maillart & T G Yeung & Z Gozde Icten, 2011. "Selecting test sensitivity and specificity parameters to optimally maintain a degrading system," Journal of Risk and Reliability, , vol. 225(2), pages 131-139, June.
    2. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
    3. Michael Jong Kim & Viliam Makis, 2013. "Joint Optimization of Sampling and Control of Partially Observable Failing Systems," Operations Research, INFORMS, vol. 61(3), pages 777-790, June.
    4. Jue Wang & Chi-Guhn Lee, 2015. "Multistate Bayesian Control Chart Over a Finite Horizon," Operations Research, INFORMS, vol. 63(4), pages 949-964, August.
    5. Weber, Thomas A. & Nguyen, Viet Anh, 2018. "A linear-quadratic Gaussian approach to dynamic information acquisition," European Journal of Operational Research, Elsevier, vol. 270(1), pages 260-281.
    6. M. Reza Skandari & Steven M. Shechter, 2021. "Patient-Type Bayes-Adaptive Treatment Plans," Operations Research, INFORMS, vol. 69(2), pages 574-598, March.

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