{"main_file_link":[{"url":" https://doi.org/10.48550/arXiv.2203.01640","open_access":"1"}],"quality_controlled":"1","day":"28","status":"public","abstract":[{"text":"We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view, instead optimizing conditional value-at-risk (CVaR), an established risk measure. We treat both Markov chains as well as MDP and introduce, through novel insights, two algorithms, based on linear programming and value iteration, respectively. Both algorithms offer precise and provably correct solutions. Evaluation of our prototype implementation shows that risk-aware control is feasible on several moderately sized models.","lang":"eng"}],"date_updated":"2023-02-20T07:19:12Z","intvolume":"        36","external_id":{"arxiv":["2203.01640"]},"volume":36,"department":[{"_id":"KrCh"}],"page":"9858-9867","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","author":[{"first_name":"Tobias","orcid":"0000-0002-1712-2165","full_name":"Meggendorfer, Tobias","id":"b21b0c15-30a2-11eb-80dc-f13ca25802e1","last_name":"Meggendorfer"}],"language":[{"iso":"eng"}],"date_published":"2022-06-28T00:00:00Z","article_processing_charge":"No","year":"2022","date_created":"2023-02-19T23:00:56Z","publication":"Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022","citation":{"ama":"Meggendorfer T. Risk-aware stochastic shortest path. In: <i>Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>. Vol 36. Association for the Advancement of Artificial Intelligence; 2022:9858-9867. doi:<a href=\"https://doi.org/10.1609/aaai.v36i9.21222\">10.1609/aaai.v36i9.21222</a>","ista":"Meggendorfer T. 2022. Risk-aware stochastic shortest path. Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022. Conference on Artificial Intelligence vol. 36, 9858–9867.","ieee":"T. Meggendorfer, “Risk-aware stochastic shortest path,” in <i>Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, Virtual, 2022, vol. 36, no. 9, pp. 9858–9867.","chicago":"Meggendorfer, Tobias. “Risk-Aware Stochastic Shortest Path.” In <i>Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, 36:9858–67. Association for the Advancement of Artificial Intelligence, 2022. <a href=\"https://doi.org/10.1609/aaai.v36i9.21222\">https://doi.org/10.1609/aaai.v36i9.21222</a>.","mla":"Meggendorfer, Tobias. “Risk-Aware Stochastic Shortest Path.” <i>Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, vol. 36, no. 9, Association for the Advancement of Artificial Intelligence, 2022, pp. 9858–67, doi:<a href=\"https://doi.org/10.1609/aaai.v36i9.21222\">10.1609/aaai.v36i9.21222</a>.","short":"T. Meggendorfer, in:, Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022, Association for the Advancement of Artificial Intelligence, 2022, pp. 9858–9867.","apa":"Meggendorfer, T. (2022). Risk-aware stochastic shortest path. In <i>Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i> (Vol. 36, pp. 9858–9867). Virtual: Association for the Advancement of Artificial Intelligence. <a href=\"https://doi.org/10.1609/aaai.v36i9.21222\">https://doi.org/10.1609/aaai.v36i9.21222</a>"},"type":"conference","oa_version":"Preprint","title":"Risk-aware stochastic shortest path","month":"06","issue":"9","doi":"10.1609/aaai.v36i9.21222","publication_identifier":{"isbn":["1577358767"],"eissn":["2374-3468"]},"_id":"12568","publication_status":"published","conference":{"name":"Conference on Artificial Intelligence","location":"Virtual","start_date":"2022-02-22","end_date":"2022-03-01"},"oa":1,"scopus_import":"1","publisher":"Association for the Advancement of Artificial Intelligence"}