A survey of algorithmic methods for partially observed Markov decision processes

A partially observed Markov decision process (POMDP) is a generalization of a Markov decision process that allows for incomplete information regarding the state of the system. The significant applied potential for such processes remains largely unrealized, due to an historical lack of tractable solution methodologies. The major impediment to exact solution is that, even with a finite set of internal system states, the set of possible information states is uncountably infinite. Finite algorithms are theoretically available for exact solution of the finite horizon problem, but these are computationally intractable for even modest-sized problems. Several approximation methodologies are reviewed that have the potential to generate computationally feasible, high precision solutions.