On essential information in sequential decision processes

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 unifo...

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Bibliographic Details
Published in:Mathematical methods of operations research (Heidelberg, Germany) Germany), 2005-12, Vol.62 (3), p.399-410
Main Author: Feinberg, Eugene A
Format: Article
Language:English
Subjects:
Costs
Customer services
Markov analysis
Operations research
Probability
Stochastic models
Studies
Workloads
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Summary: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. [PUBLICATION ABSTRACT]
ISSN:1432-2994
1432-5217
DOI:10.1007/s00186-005-0035-3