Abstract:This paper proposes a finite-horizon, sequential decision problem formulation where the probability measures used in Markov decision processes are replaced by a class of capacity measures. Subjective probability, arising for example in risk assessment carried out by humans, and modeling uncertainty, such as imprecise probability, can be represented by capacity measures. The aggregation operator employed to formulate the criterion is the so-called Choquet integral. A recursive equation is derived by applying re… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.