Markovian Decision Processes with Uncertain Transition Probabilities
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Publication:4773124
DOI10.1287/OPRE.21.3.728zbMATH Open0286.60038OpenAlexW2069045459MaRDI QIDQ4773124FDOQ4773124
Authors: Jay K. Satia, Roy E. Jun. Lave
Publication date: 1973
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.21.3.728
Markov processes: estimation; hidden Markov models (62M05) Markov processes (60J99) Statistical decision theory (62C99) Applications of game theory (91A80) Stochastic systems and control (93E99)
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- A survey of decision making and optimization under uncertainty
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- BOUNDED-PARAMETER PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES: FRAMEWORK AND ALGORITHM
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- A dynamic inventory rationing problem with uncertain demand and production rates
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- Deniable Functional Encryption
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- IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
- A framework for learning fuzzy rule-based models with epistemic set-valued data and generalized loss functions
- Dynamic programming for deterministic discrete-time systems with uncertain gain
- Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance
- Sequential Convex Programming for the Efficient Verification of Parametric MDPs
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- Perfect information two-person zero-sum Markov games with imprecise transition probabilities
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- Machine learning models, epistemic set-valued data and generalized loss functions: an encompassing approach
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- Efficient solutions to factored MDPs with imprecise transition probabilities
- Trading utility and uncertainty: applying the value of information to resolve the exploration-exploitation dilemma in reinforcement learning
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