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Record Nr. |
UNINA9910633910303321 |
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Autore |
Dimitrakakis Christos |
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Titolo |
Decision making under uncertainty and reinforcement learning : theory and algorithms / / Christos Dimitrakakis, Ronald Ortner |
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Pubbl/distr/stampa |
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Cham, Switzerland : , : Springer, , [2022] |
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©2022 |
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ISBN |
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Descrizione fisica |
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1 online resource (251 pages) |
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Collana |
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Intelligent systems reference library ; ; Volume 223 |
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Disciplina |
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Soggetti |
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Decision making - Mathematical models |
Reinforcement learning |
Uncertainty |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Intro -- Preface -- Acknowledgements -- Reference -- Contents -- 1 Introduction -- 1.1 Uncertainty and Probability -- 1.2 The Exploration-Exploitation Trade-Off -- 1.3 Decision Theory and Reinforcement Learning -- References -- 2 Subjective Probability and Utility -- 2.1 Subjective Probability -- 2.1.1 Relative Likelihood -- 2.1.2 Subjective Probability Assumptions -- 2.1.3 Assigning Unique Probabilities* -- 2.1.4 Conditional Likelihoods -- 2.1.5 Probability Elicitation -- 2.2 Updating Beliefs: Bayes' Theorem -- 2.3 Utility Theory -- 2.3.1 Rewards and Preferences -- 2.3.2 Preferences Among Distributions -- 2.3.3 Utility -- 2.3.4 Measuring Utility* -- 2.3.5 Convex and Concave Utility Functions -- 2.4 Exercises -- Reference -- 3 Decision Problems -- 3.1 Introduction -- 3.2 Rewards that Depend on the Outcome of an Experiment -- 3.2.1 Formalisation of the Problem Setting -- 3.2.2 Decision Diagrams -- 3.2.3 Statistical Estimation* -- 3.3 Bayes Decisions -- 3.3.1 Convexity of the Bayes-Optimal Utility* -- 3.4 Statistical and Strategic Decision Making -- 3.4.1 Alternative Notions of Optimality -- 3.4.2 Solving Minimax Problems* -- 3.4.3 Two-Player Games -- 3.5 Decision Problems with Observations -- 3.5.1 Maximizing Utility When Making Observations -- 3.5.2 Bayes Decision Rules -- 3.5.3 Decision Problems in Classification -- 3.5.4 Calculating Posteriors -- 3.6 Summary -- 3.7 Exercises -- 3.7.1 Problems with No |
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