  This paper addresses the problem of optimal control of robotic sensing
systems aimed at autonomous information gathering in scenarios such as
environmental monitoring, search and rescue, and surveillance and
reconnaissance. The information gathering problem is formulated as a partially
observable Markov decision process (POMDP) with a reward function that captures
uncertainty reduction. Unlike the classical POMDP formulation, the resulting
reward structure is nonlinear in the belief state and the traditional
approaches do not apply directly. Instead of developing a new approximation
algorithm, we show that if attention is restricted to a class of problems with
certain structural properties, one can derive (often tight) upper and lower
bounds on the optimal policy via an efficient myopic computation. These policy
bounds can be applied in conjunction with an online branch-and-bound algorithm
to accelerate the computation of the optimal policy. We obtain informative
lower and upper policy bounds with low computational effort in a target
tracking domain. The performance of branch-and-bounding is demonstrated and
compared with exact value iteration.

Systems and Control