---
title: "Resolute Choice in Sequential Decision Problems with Multiple Priors"
authors:
  - "Hélène Fargier"
  - "Gildas Jeantet"
  - "Olivier Spanjaard"
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"
venue: "Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence"
year: 2011
pages: "2120-2124"
track: ""
keywords:
---

# Resolute Choice in Sequential Decision Problems with Multiple Priors

Hélène Fargier, Gildas Jeantet, Olivier Spanjaard

*Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence*, pages 2120-2124. DOI: [10.5591/978-1-57735-516-8/IJCAI11-354](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.