Generalizing Markov Decision Processes to Imprecise Probabilities.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F02%3A06020155" target="_blank" >RIV/67985807:_____/02:06020155 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Generalizing Markov Decision Processes to Imprecise Probabilities.

Original language description

This paper is a first step towards generalizing the concept of a Markov decision process to imprecise probabilities. A concept of a generalized Markov decision process is defined and motivated. Finite horizon, fully observable models with total cumulative reward optimality criterion are studied. The imprecision in the model opens up a possibility of indecision. A solution procedure, that generalizes the backward induction method from the classical theory, is developed. This procedure finds all maximal...

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2002

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Statistical Planning and Inference

ISSN

0378-3758

e-ISSN

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Volume of the periodical

105

Issue of the periodical within the volume

N/A

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

15

Pages from-to

199-213

UT code for WoS article

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EID of the result in the Scopus database

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