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Register a new userA Game-Theoretic Analysis of Updating Sets of Probabilities
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Peter D Grunwald
Publication date
2014
fields
Informatics Engineering
and research's language is
English
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We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax criterion, perhaps the best-studied and most commonly-used criterion in the literature. We adopt a game-theoretic framework, where the agent plays against a bookie, who chooses some distribution from P. We consider two reasonable games that differ in what the bookie knows when he makes his choice. Anomalies that have been observed before, like time inconsistency, can be understood as arising because different games are being played, against bookies with different information. We characterize the important special cases in which the optimal decision rules according to the minimax criterion amount to either conditioning or simply ignoring the information. Finally, we consider the relationship between conditioning and calibration when uncertainty is described by sets of probabilities.
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As examples such as the Monty Hall puzzle show, applying conditioning to update a probability distribution on a ``naive space, which does not take into account the protocol used, can often lead to counterintuitive results. Here we examine why. A criterion known as CAR (coarsening at random) in the statistical literature characterizes when ``naive conditioning in a naive space works. We show that the CAR condition holds rather infrequently. We then consider more generalized notions of update such as Jeffrey conditioning and minimizing relative entropy (MRE). We give a generalization of the CAR condition that characterizes when Jeffrey conditioning leads to appropriate answers, but show that there are no such conditions for MRE. This generalizes and interconnects previous results obtained in the literature on CAR and MRE.
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In timeline-based planning, domains are described as sets of independent, but interacting, components, whose behaviour over time (the set of timelines) is governed by a set of temporal constraints. A distinguishing feature of timeline-based planning systems is the ability to integrate planning with execution by synthesising control strategies for flexible plans. However, flexible plans can only represent temporal uncertainty, while more complex forms of nondeterminism are needed to deal with a wider range of realistic problems. In this paper, we propose a novel game-theoretic approach to timeline-based planning problems, generalising the state of the art while uniformly handling temporal uncertainty and nondeterminism. We define a general concept of timeline-based game and we show that the notion of winning strategy for these games is strictly more general than that of control strategy for dynamically controllable flexible plans. Moreover, we show that the problem of establishing the existence of such winning strategies is decidable using a doubly exponential amount of space.
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