Efficient algorithms for risk-sensitive Markov decision processes with limited budget

DOI10.1016/J.IJAR.2021.09.003MaRDI QIDQ2060792zbMATH OpenOpenAlexFDO

Authors Daniel A. Melo Moreira, Karina Valdivia Delgado, Leliane Nunes de Barros, D. D. Maua

Publication date 13 December 2021

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2021.09.003

zbMATH Keywords

Markov decision processesprobabilistic planningrisk-sensitive Markov decision processes

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Recommendations

• Markov decision processes with recursive risk measures
• Risk-constrained reinforcement learning with percentile risk criteria
• More risk-sensitive Markov decision processes
• Risk-averse dynamic programming for Markov decision processes
• The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

Cites work

• A Utility Criterion for Markov Decision Processes
• Goal probability analysis in MDP probabilistic planning: exploring and enhancing the state of the art
• scientific article; zbMATH DE number 3623330 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 2000828 (Why is no real title available?)
• Introduction to stochastic programming.
• Minimising a threshold probability in discounted Markov decision processes
• Multiplicative Markov Decision Chains
• On terminating Markov decision processes with a risk-averse objective function
• Optimal policy for minimizing risk models in Markov decision processes
• Optimization models for the first arrival target distribution function in discrete time
• Percentile performance criteria for limiting average Markov decision processes
• Risk-Sensitive Markov Decision Processes
• Stochastic dynamic programming with factored representations
• The variance of discounted Markov decision processes
• Undecidability of Cost-Bounded Reachability in Priced Probabilistic Timed Automata
• Variance-Penalized Markov Decision Processes

Cited in

(1)

• Efficient, optimal stochastic-action selection when limited by an action budget

This page was built for publication: Efficient algorithms for risk-sensitive Markov decision processes with limited budget

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2060792)