Alberto Sardinha

Risk-Aware General-Utility Markov Decision Processes

Pedro P. Santos, Fábio Vital, Alberto Sardinha, Francisco S. Melo

We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives. In this framework, an agent aims to optimize a risk measure of the distribution of objective values, where the objective function depends on the frequency of visitation of states induced by th…Read more