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

Harvard

Lauritzen, SL & Nilsson, D 2001, 'Representing and solving decision problems with limited information', Management Science, bind 47, nr. 9, s. 1235-1251. https://doi.org/10.1287/mnsc.47.9.1235.9779

APA

Lauritzen, SL., & Nilsson, D. (2001). Representing and solving decision problems with limited information. Management Science, 47(9), 1235-1251. https://doi.org/10.1287/mnsc.47.9.1235.9779

Vancouver

Lauritzen SL, Nilsson D. Representing and solving decision problems with limited information. Management Science. 2001;47(9):1235-1251. https://doi.org/10.1287/mnsc.47.9.1235.9779

Author

Lauritzen, SL ; Nilsson, D. / Representing and solving decision problems with limited information. I: Management Science. 2001 ; Bind 47, Nr. 9. s. 1235-1251.

Bibtex

@article{d1022c3163df46b4b15b7a7be75f0a5e,
title = "Representing and solving decision problems with limited information",
abstract = "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.",
author = "SL Lauritzen and D Nilsson",
year = "2001",
doi = "10.1287/mnsc.47.9.1235.9779",
language = "English",
volume = "47",
pages = "1235--1251",
journal = "Management Science",
issn = "0025-1909",
publisher = "Institute for Operations Research and the Management Sciences (I N F O R M S)",
number = "9",

}

RIS

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