Parameter Imprecision in Finite State, Finite Action Dynamic Programs

DOI10.1287/OPRE.34.1.120MaRDI QIDQ3743146zbMATH OpenOpenAlexFDO

Authors Chelsea C. White, Hany K. El-Deib

Publication date 1986

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.34.1.120

zbMATH Keywords

finite state, finite action dynamic programsimprecise reward structureimprecise utility functionone-step transition value-functionpolicy iterationsuboptimal strategiessuccessive approximations

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cited in

(12)

• Partially observable Markov decision processes with imprecise parameters
• Bounded-parameter Markov decision processes
• Generalizing Markov decision processes to imprecise probabilities
• A survey of decision making and optimization under uncertainty
• Graphical models for imprecise probabilities
• Bounded-parameter partially observable Markov decision processes: framework and algorithm
• Sensitivity analysis in Markov decision processes with uncertain reward parameters
• Probabilistic Verification of Uncertain Systems Using Bounded-Parameter Markov Decision Processes
• Markov decision processes
• Data-driven remanufacturing planning with parameter uncertainty
• Sequential decision-making under uncertainty: a robust MDPs review
• A generalized model of sequential decisionmaking under risk

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