Playing against Nature: causal discovery for decision making under
  uncertainty
  We consider decision problems under uncertainty where the options available
to a decision maker and the resulting outcome are related through a causal
mechanism which is unknown to the decision maker. We ask how a decision maker
can learn about this causal mechanism through sequential decision making as
well as using current causal knowledge inside each round in order to make
better choices had she not considered causal knowledge and propose a decision
making procedure in which an agent holds \textit{beliefs} about her environment
which are used to make a choice and are updated using the observed outcome. As
proof of concept, we present an implementation of this causal decision making
model and apply it in a simple scenario. We show that the model achieves a
performance similar to the classic Q-learning while it also acquires a causal
model of the environment.
