{"type":"ScholarlyArticle","title":"Resolute Choice in Sequential Decision Problems with Multiple Priors","authors":[{"name":"Hélène Fargier","slug":"helene-fargier","given":"Helene","family":"Fargier","affiliation":""},{"name":"Gildas Jeantet","slug":"gildas-jeantet","given":"Gildas","family":"Jeantet","affiliation":""},{"name":"Olivier Spanjaard","slug":"olivier-spanjaard","given":"Olivier","family":"Spanjaard","affiliation":""}],"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.","doi":"10.5591/978-1-57735-516-8/IJCAI11-354","url":"https://ijcai.org/proceedings/2011/354","pdf":"https://ijcai.org/proceedings/2011/0354.pdf","markdown":"https://ijcai.org/proceedings/2011/354.md","bibtex":"https://ijcai.org/proceedings/2011/bibtex/354","volume":{"slug":"2011","title":"Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2011","url":"https://ijcai.org/proceedings/2011/","year":2011,"location":"Barcelona, Catalonia, Spain","dates":"16–22 July 2011","editors":"Toby Walsh","isbn":"978-1-57735-512-0; 978-1-57735-513-7; 978-1-57735-514-4; 978-1-57735-515-1; 978-1-57735-516-8","publisher":"AAAI Press/International Joint Conferences on Artificial Intelligence","doi_prefix":""},"section":null,"track":"","number":354,"pages":{"first":2120,"last":2124},"keywords":[],"videos":[],"references":[],"license_note":"Copyright International Joint Conferences on Artificial Intelligence."}