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math.OC2014
Myopic Bounds for Optimal Policy of POMDPs: An extension of Lovejoy's structural results
Vikram Krishnamurthy, Udit Pareek
This paper provides a relaxation of the sufficient conditions, and also an extension of the structural results for Partially Observed Markov Decision Processes (POMDPs) given in Lo…
math.OC2014★ 5 cited
Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach
Omid Namvar Gharehshiran, Vikram Krishnamurthy, George Yin
This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochast…