Generalized Optimality Guarantees for Solving Continuous Observation POMDPs through Particle Belief MDP Approximation

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are continuous or hybrid, which is often the case for physical systems. While recent online sampling-based POMDP algorithms that plan with observation likelihood weighting have shown practical effectiveness, a general theory bounding the approximation error of the particle filtering techniques that these algorithms use has not previously been proposed. Our main contribution is to formally justify that optimality guarantees in a finite sample particle belief MDP (PB-MDP) approximation of a POMDP/belief MDP yields optimality guarantees in the original POMDP as well. This fundamental bridge between PB-MDPs and POMDPs allows us to adapt any sampling-based MDP algorithm of choice to a POMDP by solving the corresponding particle belief MDP approximation and preserve the convergence guarantees in the POMDP. Practically, this means additionally assuming access to the observation density model, and simply swapping out the state transition generative model with a particle filtering-based model, which only increases the computational complexity by a factor of $\mathcal{O}(C)$, with $C$ the number of particles in a particle belief state. In addition to our theoretical contribution, we perform five numerical experiments on benchmark POMDPs to demonstrate that a simple MDP algorithm adapted using PB-MDP approximation, Sparse-PFT, achieves performance competitive with other leading continuous observation POMDP solvers.