Risk-Averse Stochastic Shortest Path Planning.

Mohamadreza Ahmadi Anushri Dixit Joel W. Burdick Aaron D. Ames

Published in: CDC (2021)

Keyphrases

risk averse
stochastic shortest path
risk neutral
utility function
stochastic programming
markov decision problems
decision makers
expected utility
planning problems
decision theoretic
portfolio management
bayesian networks
linear program
decision theory