Resolute Choice in Sequential Decision Problems with Multiple Priors

Fargier, Helene; Jeantet, Gildas; Spanjaard, Olivier

doi:10.5591/978-1-57735-516-8/IJCAI11-354

Resolute Choice in Sequential Decision Problems with Multiple Priors

Hélène Fargier, Gildas Jeantet, Olivier Spanjaard

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Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence. Pages 2120-2124.

https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-354

Abstract

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.

Helene Fargier, Gildas Jeantet, and Olivier Spanjaard. 2011. Resolute Choice in Sequential Decision Problems with Multiple Priors. In Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence, IJCAI-11. IJCAI, 2120–2124. https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-354

@inproceedings{ijcai2011p354,
  title     = {Resolute Choice in Sequential Decision Problems with Multiple Priors},
  author    = {Fargier, Helene and Jeantet, Gildas and Spanjaard, Olivier},
  booktitle = {Proceedings of the Twenty-Second International Joint Conference on
               Artificial Intelligence, {IJCAI-11}},
  publisher = {AAAI Press/International Joint Conferences on Artificial Intelligence},
  editor    = {Toby Walsh},
  pages     = {2120--2124},
  year      = {2011},
  month     = {7},
  doi       = {10.5591/978-1-57735-516-8/IJCAI11-354},
  url       = {https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-354},
}

TY  - CPAPER
TI  - Resolute Choice in Sequential Decision Problems with Multiple Priors
AU  - Fargier, Helene
AU  - Jeantet, Gildas
AU  - Spanjaard, Olivier
T2  - Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence, IJCAI-11
PB  - AAAI Press/International Joint Conferences on Artificial Intelligence
PY  - 2011
SP  - 2120
EP  - 2124
DO  - 10.5591/978-1-57735-516-8/IJCAI11-354
UR  - https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-354
ER  -