Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable internal state. An upper bound for the optimal value function is derived by relaxing constraints. We identify conditions under which the relaxed problem is a multi-armed bandit whose optimal policy is easily computable. The upper bound is applied to prune the search space in the original problem, and the effect on solution quality is assessed via simulation experiments. Empirical results show effective pruning of the search space in a target monitoring domain.
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