116 citations · 626 across the 37 of their papers we have counts for
3 papers · 1 filter
Risk-Sensitive Partially Observable Markov Decision Processes as Fully Observable Multivariate Utility Optimization problems
Arsham Afsardeir, Andreas Kapetanis, Vaios Laschos +1
We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and…
On Average Risk-sensitive Markov Control Processes
Yun Shen, Klaus Obermayer, Wilhelm Stannat
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to…
Risk-sensitive Markov control processes
Yun Shen, Wilhelm Stannat, Klaus Obermayer
We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known concepts of risk measure…