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Related papers: Decision-Making Under Uncertainty: Beyond Probabil…

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Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are…

Methodology · Statistics 2025-12-08 Christoph Jansen , Georg Schollmeyer , Thomas Augustin , Julian Rodemann

Epistemic uncertainty arises in lack of complete knowledge about the state of a system. There are multiple mathematical frameworks for measuring such uncertainty quantitatively, often referred to as imprecise probability theories. Inspired…

Category Theory · Mathematics 2026-03-05 Torgeir Aambø

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…

Optimization and Control · Mathematics 2019-06-24 Merve Merakli , Simge Kucukyavuz

When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…

Artificial Intelligence · Computer Science 2024-11-22 Ofer Dagan , Tyler Becker , Zachary N. Sunberg

The principle that rational agents should maximize expected utility or choiceworthiness is intuitively plausible in many ordinary cases of decision-making under uncertainty. But it is less plausible in cases of extreme, low-probability risk…

Theoretical Economics · Economics 2020-08-11 Christian Tarsney

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making…

Machine Learning · Computer Science 2023-04-21 Andrew Houston , Georgina Cosma

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

Decomposing predictive uncertainty into epistemic (model ignorance) and aleatoric (data ambiguity) components is central to reliable decision making, yet most methods estimate both from the same predictive distribution. Recent empirical and…

Machine Learning · Computer Science 2026-02-13 Tanmoy Mukherjee , Marius Kloft , Pierre Marquis , Zied Bouraoui

Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…

Artificial Intelligence · Computer Science 2013-04-15 Marvin S. Cohen

There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić

This paper presents a hierarchical decision-making framework for autonomous systems operating under uncertainty, demonstrated through autonomous driving as a representative application. Surrounding agents are modeled using Hybrid Markov…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Siyuan Li , Chengyuan Liu , Wen-Hua Chen

Substantial efforts have been made in developing various Decision Modeling formalisms, both from industry and academia. A challenging problem is that of expressing decision knowledge in the context of incomplete knowledge. In such contexts,…

Artificial Intelligence · Computer Science 2023-12-19 Đorđe Marković , Simon Vandevelde , Linde Vanbesien , Joost Vennekens , Marc Denecker

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Machine Learning · Computer Science 2020-01-06 Mohammad Hossein Shaker , Eyke Hüllermeier

A classical approach to formal policy synthesis in stochastic dynamical systems is to construct a finite-state abstraction, often represented as a Markov decision process (MDP). The correctness of these approaches hinges on a behavioural…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Thom Badings , Alessandro Abate

The analysis of decision making under uncertainty is closely related to the analysis of probabilistic inference. Indeed, much of the research into efficient methods for probabilistic inference in expert systems has been motivated by the…

Artificial Intelligence · Computer Science 2013-03-25 Ross D. Shachter , Mark Alan Peot

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…