A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these app...
There is an increasing quantity of data with uncertainty arising from applications such as sensor network measurements, record linkage, and as output of mining algorithms. This un...
Models for sequential decision making under uncertainty (e.g., Markov decision processes,or MDPs) have beenstudied in operations research for decades. The recent incorporation of ...
The problem of coalition formation when agents are uncertain about the types or capabilities of their potential partners is a critical one. In [3] a Bayesian reinforcement learnin...