Stochastic dominance in stochastic DCOPs for risk-sensitive applications.
Duc Thien NguyenWilliam YeohHoong Chuin LauPublished in: AAMAS (2012)
Keyphrases
- risk sensitive
- fuzzy random variables
- stochastic dominance
- control policies
- optimal control
- utility function
- markov decision processes
- model free
- decision theoretic
- random variables
- optimal policy
- stochastic optimization
- reinforcement learning
- markov decision problems
- optimality criterion
- efficient optimization
- expected utility
- monte carlo
- finite horizon
- machine learning
- average cost
- control policy
- motion control
- dynamic programming
- long run
- control system
- state space
- genetic algorithm