On Risk-Sensitive Decision Making Under Uncertainty.
Chung-Han HsiehYi-Shan WongPublished in: CoRR (2024)
Keyphrases
- decision making under uncertainty
- risk sensitive
- decision makers
- utility function
- influence diagrams
- expected utility
- decision making
- optimal control
- decision theory
- stochastic programming
- possibility theory
- markov decision processes
- model free
- decision problems
- control policies
- sensitivity analysis
- optimality criterion
- decision analysis
- real option
- reinforcement learning
- data mining
- dynamic programming
- probabilistic inference
- incomplete information
- preference relations
- probability distribution
- state space
- multistage