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 making; generalized Markov decision process; interval utilities

Mathematics Subject Classification ID

62C99: Statistical decision theory

90C40: Markov and semi-Markov decision processes

60J99: Markov processes

Related Items

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

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