Triple
T14828751
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | operations research |
E348641
|
entity |
| Predicate | usesMethod |
P859
|
FINISHED |
| Object | Markov decision processes |
E1051244
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Markov decision processes | Statement: [operations research, usesMethod, Markov decision processes]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Markov decision processes Context triple: [operations research, usesMethod, Markov decision processes]
-
A.
Markov decision processes
chosen
Markov decision processes are mathematical frameworks for modeling decision-making in situations where outcomes are partly random and partly under the control of a decision-maker, widely used in reinforcement learning and control theory.
-
B.
Foundations of a General Theory of Sequential Decision Functions
Foundations of a General Theory of Sequential Decision Functions is a seminal work in statistics that established the mathematical foundations of sequential analysis and optimal decision-making under uncertainty.
-
C.
Markov processes
Markov processes are stochastic processes in which the future evolution depends only on the present state and not on the past history.
-
D.
Risk-Sensitive Optimal Control
Risk-Sensitive Optimal Control is a foundational work in control theory that develops methods for designing controllers that explicitly account for uncertainty and variability in system performance.
-
E.
Kemeny–Snell finite Markov chain theory
Kemeny–Snell finite Markov chain theory is a foundational mathematical framework that rigorously develops the behavior and long-term properties of finite-state Markov chains, widely used in probability theory and stochastic processes.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69d822eb8f588190bf53445e730a934f |
completed | April 9, 2026, 10:06 p.m. |
| NER | Named-entity recognition | batch_69ded0737d4c8190a49bf6b013da208c |
completed | April 14, 2026, 11:40 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69fe38a16fd881909d246d8d1811a673 |
completed | May 8, 2026, 7:25 p.m. |
Created at: April 10, 2026, 1:51 a.m.