Ambiguous partially observable Markov decision processes: structural results and applications

DOI10.1016/j.jet.2018.08.006zbMath1417.91172OpenAlexW2964957478WikidataQ129359424 ScholiaQ129359424MaRDI QIDQ1622437

Soroush Saghafian

Publication date: 19 November 2018

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.08.006

zbMATH Keywords

model ambiguityPOMDPstructural resultscontrol-limit policiesunknown probabilities

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Matching models (91B68)

Related Items (7)

Objective rationality foundations for (dynamic) \(\alpha\)-MEU ⋮ Poisoning finite-horizon Markov decision processes at design time ⋮ Off-policy evaluation in partially observed Markov decision processes under sequential ignorability ⋮ Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity ⋮ A survey of decision making and optimization under uncertainty ⋮ Monotonicity properties for two-action partially observable Markov decision processes on partially ordered spaces ⋮ Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations

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