Dynamic programming for deterministic discrete-time systems with uncertain gain

DOI10.1016/j.ijar.2004.10.004zbMath1090.90194OpenAlexW2155946048MaRDI QIDQ2386119

Matthias C. M. Troffaes, Gert De Cooman

Publication date: 22 August 2005

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/3107/1/3107.pdf

zbMATH Keywords

Dynamic programmingOptimal controlUncertaintyImprecise probabilitiesLower previsionsSets of probabilities

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39)

Related Items (6)

Information processing under imprecise risk with an insurance demand illustration ⋮ Finite approximations to coherent choice ⋮ Normal form backward induction for decision trees with coherent lower previsions ⋮ Decision making under uncertainty using imprecise probabilities ⋮ Coherent choice functions, desirability and indifference ⋮ Implementation of dynamic programming for chaos control in discrete systems

Cites Work

• Bounded-parameter Markov decision processes
• Generalizing Markov decision processes to imprecise probabilities
• Imprecise reliability for some new lifetime distribution classes
• Markov Decision Processes with Imprecise Transition Probabilities
• Markovian Decision Processes with Uncertain Transition Probabilities
• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
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