Risk-Averse Planning Under Uncertainty.
Mohamadreza AhmadiMasahiro OnoMichel D. InghamRichard M. MurrayAaron D. AmesPublished in: CoRR (2019)
Keyphrases
- planning under uncertainty
- risk averse
- decision theoretic
- risk neutral
- expected utility
- utility function
- markov decision processes
- decision makers
- risk aversion
- stochastic programming
- ai planning
- dynamical systems
- portfolio management
- multi agent
- partially observable markov decision processes
- search algorithm
- model checking
- decision making