Generalizing Markov decision processes to imprecise probabilities

DOI10.1016/S0378-3758(01)00210-5zbMath1019.90048MaRDI QIDQ1611811

David Harmanec

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

sequential decision makinggeneralized Markov decision processinterval utilities

Mathematics Subject Classification ID

Statistical decision theory (62C99) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

Related Items (11)

Dynamic programming for deterministic discrete-time systems with uncertain gain ⋮ BOUNDED-PARAMETER PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES: FRAMEWORK AND ALGORITHM ⋮ Z-relation-based multistage decision making ⋮ Coefficients of ergodicity for Markov chains with uncertain parameters ⋮ Sequential decision making with partially ordered preferences ⋮ A survey of decision making and optimization under uncertainty ⋮ Evidential Markov Decision Processes ⋮ Discrete time Markov chains with interval probabilities ⋮ IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR ⋮ Partially observable Markov decision processes with imprecise parameters ⋮ Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters

Cites Work

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• Bounded-parameter Markov decision processes
• Theory of capacities
• Sequential Decision Making under Uncertain Future Preferences
• Parameter Imprecision in Finite State, Finite Action Dynamic Programs
• Markov Decision Processes with Imprecise Transition Probabilities
• Markovian Decision Processes with Uncertain Transition Probabilities
• Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs
• An Heuristic for Multi-Dimensional Markov Decision Processes

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