Threshold Structure of Optimal Policies in Restart POMDPs
- URL: http://arxiv.org/abs/2608.10936v1
- Date: Tue, 11 Aug 2026 14:03:29 GMT
- Title: Threshold Structure of Optimal Policies in Restart POMDPs
- Abstract summary: We study a Restart POMDP (Partially Observable Markov Decision Process) on a general Borel state space.<n>Exploiting a sufficient-statistic representation consisting of the last observed state and the elapsed time since restart, we reduce the problem to a fully observed MDP.
- Score: 2.8686127872933724
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study a Restart POMDP (Partially Observable Markov Decision Process) on a general Borel state space, where the controller either lets the hidden state evolve unobserved or restarts the system and observes the new state. Exploiting a sufficient-statistic representation consisting of the last observed state and the elapsed time since restart, we reduce the problem to a fully observed MDP. Under a natural one-step cost deterioration condition, we prove that optimal policies have a threshold structure in the elapsed time for both the discounted and total undiscounted cost criteria. When the state space is partially ordered and the kernel is stochastically monotone, we further show that the optimal threshold is nonincreasing in the state. For the average cost criterion, under additional assumptions of geometric ergodicity and domination of the transient gain, we establish analogous threshold results via the vanishing discount approach, after showing the uniform boundedness of the optimal thresholds and relative value functions.
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