FIRST INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS

Ghent, Belgium
30 June - 2 July 1999

ELECTRONIC PROCEEDINGS

David Harmanec

A Generalization of the Concept of Markov Decision Process to Imprecise Probabilities

Abstract

This paper is a first step towards generalizing the concept of Markov decision process to imprecise probabilities. A concept of generalized Markov decision process is defined and a solution procedure for it presented.

Keywords. generalized Markov decision process, sequential decision making, imprecise probabilities, interval utilities

The paper is available in the following formats:

Authors addresses:

Medical Computing Laboratory
Department of Computer Science
School of Computing
National University of Singapore
Lower Kent Ridge Road
Singapore 119260
Republic of Singapore

E-mail addresses:

David Harmanec davidh@comp.nus.edu.sg

Related Web Sites

David Harmanec's homepage

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