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Communication Dans Un Congrès Année : 2007

State Space Search for Risk-averse Agents

Patrice Perny
Olivier Spanjaard
Louis-Xavier Storme
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Résumé

We investigate search problems under risk in state-space graphs, with the aim of finding optimal paths for risk-averse agents. We consider problems where uncertainty is due to the existence of different scenarios of known probabilities, with different impacts on costs of solution-paths. We consider various non-linear decision criteria (EU, RDU, Yaari) to express risk averse preferences; then we provide a general optimization procedure for such criteria, based on a path-ranking algorithm applied on a scalarized valuation of the graph. We also consider partial preference models like second order stochastic dominance (SSD) and propose a multiobjective search algorithm to determine SSD-optimal paths. Finally, the numerical performance of our algorithms are presented and discussed.
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Dates et versions

hal-01311730 , version 1 (30-06-2017)

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  • HAL Id : hal-01311730 , version 1

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Patrice Perny, Olivier Spanjaard, Louis-Xavier Storme. State Space Search for Risk-averse Agents. Twentieth International Joint Conference on Artificial Intelligence, Jan 2007, Hyderabad, India. pp.2353-2358. ⟨hal-01311730⟩
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