Resolute Choice in Sequential Decision Problems with Multiple Priors - Archive ouverte HAL
Communication Dans Un Congrès Année : 2011

Resolute Choice in Sequential Decision Problems with Multiple Priors

Résumé

This paper is devoted to sequential decision making under uncertainty, in the multi-prior framework of Gilboa and Schmeidler [1989]. In this setting, a set of probability measures (priors) is defined instead of a single one, and the decision maker selects a strategy that maximizes the minimum possible value of expected utility over this set of priors. We are interested here in the resolute choice approach, where one initially commits to a complete strategy and never deviates from it later. Given a decision tree representation with multiple priors, we study the problem of determining an optimal strategy from the root according to min expected utility. We prove the intractability of evaluating a strategy in the general case. We then identify different properties of a decision tree that enable to design dedicated resolution procedures. Finally, experimental results are presented that evaluate these procedures.
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Dates et versions

hal-01282520 , version 1 (10-07-2017)

Identifiants

Citer

Hélène Fargier, Gildas Jeantet, Olivier Spanjaard. Resolute Choice in Sequential Decision Problems with Multiple Priors. 22nd International Joint Conference on Artificial Intelligence (IJCAI 2011), Jul 2011, Barcelona, Spain. pp.2120-2125, ⟨10.5591/978-1-57735-516-8/IJCAI11-354⟩. ⟨hal-01282520⟩
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