This paper is devoted to sequential decision problems with imprecise probabilities. We study the problem of determining an optimal strategy according to the Hurwicz criterion in de...
This paper is devoted to sequential decision making with Rank Dependent expected Utility (RDU). This decision criterion generalizes Expected Utility and enables to model a wider r...
The problem of making sequential decisions in unknown probabilistic environments is studied. In cycle t action yt results in perception xt and reward rt, where all quantities in g...
There has been substantial progress with formal models for sequential decision making by individual agents using the Markov decision process (MDP). However, similar treatment of m...
Raphen Becker, Shlomo Zilberstein, Victor R. Lesse...
This chapter discusses decision making under uncertainty. More specifically, it offers an overview of efficient Bayesian and distribution-free algorithms for making near-optimal se...