Publication

Point-based value iteration for continuous POMDPs

Journal Article (2006)

Journal

Journal of Machine Learning Research

Pages

2329-2367

Volume

7

Doc link

http://jmlr.csail.mit.edu/papers/volume7/porta06a/porta06a.pdf

File

Download the digital copy of the doc pdf document

Authors

Projects associated

Abstract

We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are restricted to discrete states, actions, and observations, but many real-world problems such as, for instance, robot navigation, are naturally defined on continuous spaces. In this work, we demonstrate that the value function for continuous POMDPs is convex in the beliefs over continuous state spaces, and piecewise-linear convex for the particular case of discrete observations and actions but still continuous states. We also demonstrate that continuous Bellman backups are contracting and isotonic ensuring the monotonic convergence of value-iteration algorithms. Relying on those properties, we extend the PERSEUS algorithm, originally developed for discrete POMDPs, to work in continuous state spaces by representing the observation, transition, and reward models using Gaussian mixtures, and the beliefs using Gaussian mixtures or particle sets. With these representations,

the integrals that appear in the Bellman backup can be computed in closed form and, therefore, the algorithm is computationally feasible. Finally, we further extend PERSEUS to deal with continuous action and observation sets by designing effective sampling approaches.

Categories

robots.

Author keywords

planning under uncertainty, partially observable Markov decision processes, continuous state space, continuous action space, continuous observation space, point-based value iteration

Scientific reference

J.M. Porta, N. Vlassis, M.T. Spaan and P. Poupart. Point-based value iteration for continuous POMDPs. Journal of Machine Learning Research, 7: 2329-2367, 2006.