Risk-Averse Planning Under Uncertainty.
Mohamadreza AhmadiMasahiro OnoMichel D. InghamRichard M. MurrayAaron D. AmesPublished in: ACC (2020)
Keyphrases
- planning under uncertainty
- risk averse
- decision theoretic
- expected utility
- risk neutral
- risk aversion
- utility function
- decision makers
- markov decision processes
- ai planning
- stochastic programming
- dynamical systems
- multi agent
- portfolio management
- partially observable markov decision processes
- decision making
- multistage
- decision problems
- decision theory
- reinforcement learning
- learning algorithm
- finite state
- inventory level