Feeling Optimistic? Ambiguity Attitudes for Online Decision Making
Jared J. Beard, R. Michael Butts, Yu Gu
TL;DR
This work tackles decision making under ambiguity by modeling a set of plausible transition models with Ambiguity MDPs (AMDPs) and representing uncertainty through belief functions. It introduces Ambiguity Attitude Graph Search (AAGS), a graph-based planner that blends lower and upper expectations via an ambiguity attitude parameter $\alpha$ to balance robustness and exploration, and it provides a method to compute belief functions from confidence intervals using a linear program. The approach is demonstrated in sailing-domain simulations with high-entropy transitions, showing that tuning $\alpha$ can improve outcomes and avoid failure modes common to robust methods. The contributions extend beyond safety-critical systems by generalizing robust decision making to ambiguity-aware planning, with accompanying open-source code for broader use.
Abstract
Due to the complexity of many decision making problems, tree search algorithms often have inadequate information to produce accurate transition models. This results in ambiguities (uncertainties for which there are multiple plausible models). Faced with ambiguities, robust methods have been used to produce safe solutions--often by maximizing the lower bound over the set of plausible transition models. However, they often overlook how much the representation of uncertainty can impact how a decision is made. This work introduces the Ambiguity Attitude Graph Search (AAGS), advocating for more comprehensive representations of ambiguities in decision making. Additionally, AAGS allows users to adjust their ambiguity attitude (or preference), promoting exploration and improving users' ability to control how an agent should respond when faced with a set of plausible alternatives. Simulation in a dynamic sailing environment shows how environments with high entropy transition models can lead robust methods to fail. Results further demonstrate how adjusting ambiguity attitudes better fulfills objectives while mitigating this failure mode of robust approaches. Because this approach is a generalization of the robust framework, these results further demonstrate how algorithms focused on ambiguity have applicability beyond safety-critical systems.
