Revisiting Risk-Sensitive MDPs: New Algorithms and Results

Revisiting Risk-Sensitive MDPs: New Algorithms and Results

While Markov Decision Processes (MDPs) have been shown to be effective models for planning under uncertainty, theobjective to minimize the expected cumulative cost is inappropriate for high-stake planning problems. As such, Yu, Lin, and Yan (1998) introduced the Risk-Sensitive MDP (RSMDP) model, whe...

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Bibliographic Details
Main Authors: HOU, Ping, YEOH, William, VARAKANTHAM, Pradeep Reddy
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Artificial Intelligence and Robotics
Operations Research, Systems Engineering and Industrial Engineering
Online Access:https://ink.library.smu.edu.sg/sis_research/2089
https://ink.library.smu.edu.sg/context/sis_research/article/3088/viewcontent/icaps12_rsmdp.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/sis_research/2089
https://ink.library.smu.edu.sg/context/sis_research/article/3088/viewcontent/icaps12_rsmdp.pdf

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