Dynamic programming for deterministic discrete-time systems with uncertain gain

DOI10.1016/J.IJAR.2004.10.004MaRDI QIDQ2386119zbMATH OpenOpenAlexFDO

Authors 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 programmingImprecise probabilitiesLower previsionsOptimal controlSets of probabilitiesUncertainty

Mathematics Subject Classification ID

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

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Cites work

• Bounded-parameter Markov decision processes
• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• Generalizing Markov decision processes to imprecise probabilities
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3720156 (Why is no real title available?)
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• Imprecise reliability for some new lifetime distribution classes
• Markov Decision Processes with Imprecise Transition Probabilities
• Markovian Decision Processes with Uncertain Transition Probabilities
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices

Cited in

(11)

• Normal form backward induction for decision trees with coherent lower previsions
• Coherent choice functions, desirability and indifference
• Information processing under imprecise risk with an insurance demand illustration
• scientific article; zbMATH DE number 3876945 (Why is no real title available?)
• Parameter Imprecision in Finite State, Finite Action Dynamic Programs
• Dynamic Programming and Systems of Uncertain Duration
• Robust Dynamic Programming
• Implementation of dynamic programming for chaos control in discrete systems
• Discovery on the basis of the established amount of information in the evidence against the null hypothesis: optimal fact-finding in the presence of imprecise probability
• Finite approximations to coherent choice
• Decision making under uncertainty using imprecise probabilities

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