Risk-Averse Planning Under Uncertainty
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| Title | Risk-Averse Planning Under Uncertainty |
|---|---|
| Authors | Mohamadreza Ahmadi, Masahiro Ono, Michel D. Ingham, Richard M. Murray and Aaron D. Ames |
| Source | 2020 American Control Conference (ACC) |
| Abstract | We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus undecidable. To overcome this difficulty, we propose a method based on bounded policy iteration for designing stochastic but finite state (memory) controllers, which takes advantage of standard convex optimization methods. Given a memory budget and optimality criterion, the proposed method modifies the stochastic finite state controller leading to sub-optimal solutions with lower coherent risk. |
| Type | Conference paper |
| URL | https://arxiv.org/abs/1909.12499 |
| DOI | |
| Tag | ahm+20-acc |
| ID | 2019l |
| Funding | |
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