Approximate Control for Continuous-Time POMDPs
- URL: http://arxiv.org/abs/2402.01431v2
- Date: Thu, 29 Feb 2024 09:36:17 GMT
- Title: Approximate Control for Continuous-Time POMDPs
- Authors: Yannick Eich, Bastian Alt, Heinz Koeppl
- Abstract summary: This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces.
We employ approximation methods for the filtering and the control problem that scale well with an increasing number of states.
We demonstrate the effectiveness of our approach on several partially observed systems, including queueing systems and chemical reaction networks.
- Score: 35.26411026381803
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: This work proposes a decision-making framework for partially observable
systems in continuous time with discrete state and action spaces. As optimal
decision-making becomes intractable for large state spaces we employ
approximation methods for the filtering and the control problem that scale well
with an increasing number of states. Specifically, we approximate the
high-dimensional filtering distribution by projecting it onto a parametric
family of distributions, and integrate it into a control heuristic based on the
fully observable system to obtain a scalable policy. We demonstrate the
effectiveness of our approach on several partially observed systems, including
queueing systems and chemical reaction networks.
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