Finding Feasible Policies for Extreme Risk-Averse Agents in Probabilistic Planning.
Milton Condori FernandezLeliane N. de BarrosDenis Deratani MauáKarina Valdivia DelgadoValdinei FreirePublished in: BRACIS (2) (2020)
Keyphrases
- risk averse
- probabilistic planning
- risk neutral
- utility function
- stochastic programming
- decision makers
- markov decision process
- multi agent systems
- markov decision problems
- expected utility
- multi agent
- heuristic search
- portfolio management
- machine learning
- planning problems
- multiple agents
- multistage
- linear program
- decision making
- decision theory
- markov decision processes
- optimal policy
- evolutionary algorithm