Sequential finite-horizon Choquet-expected decision problems with uncertainty aversion.
Nicolas LéchevinCamille Alain RabbathPublished in: ACC (2010)
Keyphrases
- decision problems
- finite horizon
- optimal policy
- sequential decision making
- infinite horizon
- markov decision processes
- inventory models
- expected utility theory
- single product
- influence diagrams
- state space
- dynamic programming
- inventory control
- decision model
- optimal strategy
- finite state
- minimax regret
- reinforcement learning
- long run
- multistage
- yield management
- average cost
- sufficient conditions
- bayesian decision problems
- computational complexity
- partially observable
- expected reward
- bandit problems
- multi agent
- possibility distributions
- markov decision process
- lot size
- expected utility
- utility function
- markov chain