Planning for risk-aversion and expected value in MDPs
Planning in Markov decision processes (MDPs) typically optimises the expected cost. However, optimising the expectation does not consider the risk that for any given run of the MDP, the total cost received may be unacceptably high. An alternative approach is to find a policy which optimises a risk-a...
| Main Authors: | , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Association for the Advancement of Artificial Intelligence
2022
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