Simplification of Risk Averse POMDPs with Performance Guarantees.
Yaacov ParienteVadim IndelmanPublished in: CoRR (2024)
Keyphrases
- risk averse
- risk neutral
- utility function
- risk aversion
- decision makers
- stochastic programming
- reinforcement learning
- belief state
- expected utility
- partially observable markov decision processes
- portfolio management
- markov decision processes
- initial state
- finite state
- partially observable
- production system
- multistage
- markov chain