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...
We propose a novel sequential decision approach to modeling ordinal ratings in collaborative filtering problems. The rating process is assumed to start from the lowest level, eva...
Abstract. We axiomatically characterise a class of algorithms for making sequential decisions in situations of complete ignorance. These algorithms assume that a decision maker (DM...
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...
We consider the problem of sequential decision making for random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged wi...
Operations research and management science are often confronted with sequential decision making problems with large state spaces. Standard methods that are used for solving such c...
Models for sequential decision making under uncertainty (e.g., Markov decision processes,or MDPs) have beenstudied in operations research for decades. The recent incorporation of ...
A sequential decision problem, based on the task of identifying the species of trees given acoustic echo data collected from them, is considered with well-known stochastic classifi...
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...