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cs.LG2026
Risk-Aware General-Utility Markov Decision Processes
Pedro P. Santos, Fábio Vital, Alberto Sardinha +1
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…
cs.LG2026
Entropic Risk-Aware Monte Carlo Tree Search
Pedro P. Santos, Jacopo Silvestrin, Alberto Sardinha +1
We propose a provably correct Monte Carlo tree search (MCTS) algorithm for solving risk-aware Markov decision processes (MDPs) with entropic risk measure (ERM) objectives. We provi…