Representing and solving decision problems with limited information
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Representing and solving decision problems with limited information. / Lauritzen, SL; Nilsson, D.
I: Management Science, Bind 47, Nr. 9, 2001, s. 1235-1251.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Representing and solving decision problems with limited information
AU - Lauritzen, SL
AU - Nilsson, D
PY - 2001
Y1 - 2001
N2 - We introduce the notion of LImited Memory Influence Diagram (LIMID) to describe multistage decision problems in which the traditional assumption of no forgetting is relaxed. This can be relevant in situations with multiple decision makers or when decisions must be prescribed under memory constraints, such as in partially observed Markov decision processes (POMDPs). We give an algorithm for improving any given strategy by local computation of single policy updates and investigate conditions for the resulting strategy to be optimal.
AB - We introduce the notion of LImited Memory Influence Diagram (LIMID) to describe multistage decision problems in which the traditional assumption of no forgetting is relaxed. This can be relevant in situations with multiple decision makers or when decisions must be prescribed under memory constraints, such as in partially observed Markov decision processes (POMDPs). We give an algorithm for improving any given strategy by local computation of single policy updates and investigate conditions for the resulting strategy to be optimal.
U2 - 10.1287/mnsc.47.9.1235.9779
DO - 10.1287/mnsc.47.9.1235.9779
M3 - Journal article
VL - 47
SP - 1235
EP - 1251
JO - Management Science
JF - Management Science
SN - 0025-1909
IS - 9
ER -
ID: 127876922