Structured Possibilistic Planning Using Decision Diagrams

National audienceQualitative Possibilistic Mixed-Observable MDPs (π-MOMDPs), generalizing π-MDPs and π-POMDPs, are well-suited models to planning under uncertainty with mixed-observability when transition, observation and reward functions are not precisely known and can be qualitatively described. Functions defining the model as well as intermediate calculations are valued in a finite possibilistic scale L, which induces a finite belief state space under partial observability contrary to its probabilistic counterpart. In this paper, we propose the first study of factored π-MOMDP models in order to solve large structured planning problems under qualitative uncertainty, or considered as qualitative approximations of probabilistic problems. Building upon the SPUDD algorithm for solving factored (probabilistic) MDPs, we conceived a symbolic algorithm named PPUDD for solving factored π-MOMDPs. Whereas SPUDD’s decision diagrams’ leaves may be as large as the state space since their values are real numbers aggregated through additions and multiplications, PPUDD’s ones always remain in the finite scale L via min and max operations only. Our experiments show that PPUDD’s computation time is much lower than SPUDD, Symbolic-HSVI and APPL for possibilistic and probabilistic versions of the same benchmarks under either total or mixed observability, while still providing high-quality policies

Approximate Reasoning in Hydrogeological Modeling

The accurate determination of hydraulic conductivity is an important element of successful groundwater flow and transport modeling. However, the exhaustive measurement of this hydrogeological parameter is quite costly and, as a result, unrealistic. Alternatively, relationships between hydraulic conductivity and other hydrogeological variables less costly to measure have been used to estimate this crucial variable whenever needed. Until this point, however, the majority of these relationships have been assumed to be crisp and precise, contrary to what intuition dictates. The research presented herein addresses the imprecision inherent in hydraulic conductivity estimation, framing this process in a fuzzy logic framework. Because traditional hydrogeological practices are not suited to handle fuzzy data, various approaches to incorporating fuzzy data at different steps in the groundwater modeling process have been previously developed. Such approaches have been both redundant and contrary at times, including multiple approaches proposed for both fuzzy kriging and groundwater modeling. This research proposes a consistent rubric for the handling of fuzzy data throughout the entire groundwater modeling process. This entails the estimation of fuzzy data from alternative hydrogeological parameters, the sampling of realizations from fuzzy hydraulic conductivity data, including, most importantly, the appropriate aggregation of expert-provided fuzzy hydraulic conductivity estimates with traditionally-derived hydraulic conductivity measurements, and utilization of this information in the numerical simulation of groundwater flow and transport

Robust portfolio management with multiple financial analysts

Portfolio selection theory, developed by Markowitz (1952), is one of the best known and widely applied methods for allocating funds among possible investment choices, where investment decision making is a trade-off between the expected return and risk of the portfolio. Many portfolio selection models have been developed on the basis of Markowitz’s theory. Most of them assume that complete investment information is available and that it can be accurately extracted from the historical data. However, this complete information never exists in reality. There are many kinds of ambiguity and vagueness which cannot be dealt with in the historical data but still need to be considered in portfolio selection. For example, to address the issue of uncertainty caused by estimation errors, the robust counterpart approach of Ben-Tal and Nemirovski (1998) has been employed frequently in recent years. Robustification, however, often leads to a more conservative solution. As a consequence, one of the most common critiques against the robust counterpart approach is the excessively pessimistic character of the robust asset allocation. This thesis attempts to develop new approaches to improve on the respective performances of the robust counterpart approach by incorporating additional investment information sources, so that the optimal portfolio can be more reliable and, at the same time, achieve a greater return. [Continues.

Operational Decision Making under Uncertainty: Inferential, Sequential, and Adversarial Approaches

Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the adversarial setting, this work presents a new application of counterfactual regret minimization and robust optimization to a multi-domain cyber and air defense problem in a partially observable environment

Interval and Possibilistic Methods for Constraint-Based Metabolic Models

This thesis is devoted to the study and application of constraint-based metabolic models. The objective was to find simple ways to handle the difficulties that arise in practice due to uncertainty (knowledge is incomplete, there is a lack of measurable variables, and those available are imprecise). With this purpose, tools have been developed to model, analyse, estimate and predict the metabolic behaviour of cells. The document is structured in three parts. First, related literature is revised and summarised. This results in a unified perspective of several methodologies that use constraint-based representations of the cell metabolism. Three outstanding methods are discussed in detail, network-based pathways analysis (NPA), metabolic flux analysis (MFA), and flux balance analysis (FBA). Four types of metabolic pathways are also compared to clarify the subtle differences among them. The second part is devoted to interval methods for constraint-based models. The first contribution is an interval approach to traditional MFA, particularly useful to estimate the metabolic fluxes under data scarcity (FS-MFA). These estimates provide insight on the internal state of cells, which determines the behaviour they exhibit at given conditions. The second contribution is a procedure for monitoring the metabolic fluxes during a cultivation process that uses FS-MFA to handle uncertainty. The third part of the document addresses the use of possibility theory. The main contribution is a possibilistic framework to (a) evaluate model and measurements consistency, and (b) perform flux estimations (Poss-MFA). It combines flexibility on the assumptions and computational efficiency. Poss-MFA is also applied to monitoring fluxes and metabolite concentrations during a cultivation, information of great use for fault-detection and control of industrial processes. Afterwards, the FBA problem is addressed.Llaneras Estrada, F. (2011). Interval and Possibilistic Methods for Constraint-Based Metabolic Models [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/10528Palanci

Proceedings of the Second Joint Technology Workshop on Neural Networks and Fuzzy Logic, volume 2

Documented here are papers presented at the Neural Networks and Fuzzy Logic Workshop sponsored by NASA and the University of Texas, Houston. Topics addressed included adaptive systems, learning algorithms, network architectures, vision, robotics, neurobiological connections, speech recognition and synthesis, fuzzy set theory and application, control and dynamics processing, space applications, fuzzy logic and neural network computers, approximate reasoning, and multiobject decision making

CBR and MBR techniques: review for an application in the emergencies domain

The purpose of this document is to provide an in-depth analysis of current reasoning engine practice and the integration strategies of Case Based Reasoning and Model Based Reasoning that will be used in the design and development of the RIMSAT system. RIMSAT (Remote Intelligent Management Support and Training) is a European Commission funded project designed to: a.. Provide an innovative, 'intelligent', knowledge based solution aimed at improving the quality of critical decisions b.. Enhance the competencies and responsiveness of individuals and organisations involved in highly complex, safety critical incidents - irrespective of their location. In other words, RIMSAT aims to design and implement a decision support system that using Case Base Reasoning as well as Model Base Reasoning technology is applied in the management of emergency situations. This document is part of a deliverable for RIMSAT project, and although it has been done in close contact with the requirements of the project, it provides an overview wide enough for providing a state of the art in integration strategies between CBR and MBR technologies.Postprint (published version

ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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Proceedings of the Third International Workshop on Neural Networks and Fuzzy Logic, volume 2

Papers presented at the Neural Networks and Fuzzy Logic Workshop sponsored by the National Aeronautics and Space Administration and cosponsored by the University of Houston, Clear Lake, held 1-3 Jun. 1992 at the Lyndon B. Johnson Space Center in Houston, Texas are included. During the three days approximately 50 papers were presented. Technical topics addressed included adaptive systems; learning algorithms; network architectures; vision; robotics; neurobiological connections; speech recognition and synthesis; fuzzy set theory and application, control and dynamics processing; space applications; fuzzy logic and neural network computers; approximate reasoning; and multiobject decision making