不確実性下の意思決定:確率を超えて
Decision-Making Under Uncertainty: Beyond Probabilities
本論文は、確率だけでは捉えきれない不確実性(偶然的不確実性と認識的不確実性)に焦点を当て、そのモデル化と意思決定手法の現状を概観し、課題を議論する。
著者: Thom Badings, Thiago D. Simão, Marnix Suilen, Nils Jansen
分類: cs.AI, cs.LG, cs.RO, cs.SY, eess.SY
原文アブストラクト
This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty that goes beyond this classical interpretation, particularly by employing a clear distinction between aleatoric and epistemic uncertainty. The paper features an overview of Markov decision processes (MDPs) and extensions to account for partial observability and adversarial behavior. These models sufficiently capture aleatoric uncertainty but fail to account for epistemic uncertainty robustly. Consequently, we present a thorough overview of so-called uncertainty models that exhibit uncertainty in a more robust interpretation. We show several solution techniques for both discrete and continuous models, ranging from formal verification, over control-based abstractions, to reinforcement learning. As an integral part of this paper, we list and discuss several key challenges that arise when dealing with rich types of uncertainty in a model-based fashion.
