Solving MDPs with Skew Symmetric Bilinear Utility Functions.
Hugo GilbertOlivier SpanjaardPaolo ViappianiPaul WengPublished in: IJCAI (2015)
Keyphrases
- utility function
- markov decision problems
- expected utility
- risk sensitive
- decision problems
- decision makers
- multi attribute
- markov decision processes
- decision theory
- probability distribution
- linear programming
- risk aversion
- factored mdps
- partially observable
- semi markov decision processes
- preference elicitation
- risk averse
- optimal policy
- reinforcement learning
- bargaining solution
- decision theoretic
- minimax regret
- risk neutral
- policy iteration
- optimization criterion
- quasiconvex
- state space
- quasi linear
- optimal control
- transition probabilities
- finite horizon
- neural network