Planning for Risk-Aversion and Expected Value in MDPs.
Marc RigterPaul DuckworthBruno LacerdaNick HawesPublished in: ICAPS (2022)
Keyphrases
- risk aversion
- risk neutral
- expected utility
- utility function
- risk averse
- markov decision problems
- markov decision processes
- decision theoretic
- risk sensitive
- reinforcement learning
- partially observable
- decision makers
- state space
- exchange rate
- decision theory
- optimal strategy
- linear programming
- artificial intelligence