Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk

Stefano Carpin, Yinlam Chow, Marco Pavone. Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk. In Danica Kragic, Antonio Bicchi, Alessandro De Luca 0001, editors, 2016 IEEE International Conference on Robotics and Automation, ICRA 2016, Stockholm, Sweden, May 16-21, 2016. pages 335-342, IEEE, 2016. [doi]

Abstract

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