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Sequential Decision Making Under Uncertainty: Ordinal Uninorms vs. the Hurwicz Criterion

Fargier, Hélène and Guillaume, Romain Sequential Decision Making Under Uncertainty: Ordinal Uninorms vs. the Hurwicz Criterion. (2018) In: 17th International Conference on Information Processing and Management of Uncertainty in Knowledge-based Systems (IPMU 2018), 11 July 2018 - 15 July 2018 (Cadiz, Spain).

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Official URL: https://doi.org/10.1007/978-3-319-91479-4_48

Abstract

This paper focuses on sequential decision problems under uncertainty, i.e. sequential problems where no probability distribution on the states that may follow an action is available. New qualitative criteria are proposed that are based on ordinal uninorms, namely R∗ and R∗. Like the Hurwicz criterion, the R∗ and R∗ uninorms arbitrate between pure pessimism and pure optimism, and generalize the Maximin and Maximax criteria. But contrarily to the Hurwicz criterion they are associative, purely ordinal and compatible with Dynamic Consistency and Consequentialism. This latter important property allow the construction of an optimal strategy in polytime, following an algorithm of Dynamic Programming.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to Springer editor. This papers appears in Volume 855 of Communications in Computer and Information Science ISSN: 1865-0929 ISBN: 978-3-319-91478-7 The original PDF is available at: https://link.springer.com/chapter/10.1007/978-3-319-91479-4_48
HAL Id:hal-02124408
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
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Deposited By: IRIT IRIT
Deposited On:18 Apr 2019 07:24

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