Skip navigation
Skip navigation

Using mathematical programming to solve Factored Markov Decision Processes with Imprecise Probabilities

Delgado, Karina Valdivia; De Barros, Leliane Nunes; Cozman, Fabio; Sanner, Scott


This paper investigates Factored Markov Decision Processes with Imprecise Probabilities (MDPIPs); that is, Factored Markov Decision Processes (MDPs) where transition probabilities are imprecisely specified. We derive efficient approximate solutions for Factored MDPIPs based on mathematical programming. To do this, we extend previous linear programming approaches for linear approximations in Factored MDPs, resulting in a multilinear formulation for robust "maximin" linear approximations in...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: International Journal of Approximate Reasoning
DOI: 10.1016/j.ijar.2011.04.002


File Description SizeFormat Image
01_Delgado_Using_mathematical_programming_2011.pdf555.64 kBAdobe PDF    Request a copy
02_Delgado_Using_mathematical_programming_2011.pdf309.86 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator