Optimality, Uncertainty, and Dynamic Programming with Lower Previsions
(2005)
Thesis
Troffaes, M. C. (2005). Optimality, Uncertainty, and Dynamic Programming with Lower Previsions. (Thesis). Department of Electrical Energy, Systems & Automation, Universiteit Gent
Outputs (4)
n-Monotone lower previsions (2005)
Journal Article
De Cooman, G., Troffaes, M. C., & Miranda, E. (2005). n-Monotone lower previsions. Journal of Intelligent & Fuzzy Systems, 16(4), 253-263We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and im... Read More about n-Monotone lower previsions.
n-Monotone lower previsions and lower integrals (2005)
Conference Proceeding
De Cooman, G., Troffaes, M. C., & Miranda, E. (2005). n-Monotone lower previsions and lower integrals. In F. G. Cozman, R. Nau, & T. Seidenfeld (Eds.),
Dynamic Programming for Deterministic Discrete-Time Systems with Uncertain Gain (2005)
Journal Article
De Cooman, G., & Troffaes, M. C. (2005). Dynamic Programming for Deterministic Discrete-Time Systems with Uncertain Gain. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 39(2-3), 257-278. https://doi.org/10.1016/j.ijar.2004.10.004We generalise the optimisation technique of dynamic programming for discrete-time systems with an uncertain gain function. We assume that uncertainty about the gain function is described by an imprecise probability model, which generalises the well-k... Read More about Dynamic Programming for Deterministic Discrete-Time Systems with Uncertain Gain.