---
_id: '24'
abstract:
- lang: eng
text: Partially-observable Markov decision processes (POMDPs) with discounted-sum
payoff are a standard framework to model a wide range of problems related to decision
making under uncertainty. Traditionally, the goal has been to obtain policies
that optimize the expectation of the discounted-sum payoff. A key drawback of
the expectation measure is that even low probability events with extreme payoff
can significantly affect the expectation, and thus the obtained policies are not
necessarily risk-averse. An alternate approach is to optimize the probability
that the payoff is above a certain threshold, which allows obtaining risk-averse
policies, but ignores optimization of the expectation. We consider the expectation
optimization with probabilistic guarantee (EOPG) problem, where the goal is to
optimize the expectation ensuring that the payoff is above a given threshold with
at least a specified probability. We present several results on the EOPG problem,
including the first algorithm to solve it.
acknowledgement: "This research was supported by the Vienna Science and Technology
Fund (WWTF) grant ICT15-003; Austrian Science Fund (FWF): S11407-N23(RiSE/SHiNE);and
an ERC Start Grant (279307:Graph Games).\r\n"
article_processing_charge: No
author:
- first_name: Krishnendu
full_name: Chatterjee, Krishnendu
id: 2E5DCA20-F248-11E8-B48F-1D18A9856A87
last_name: Chatterjee
orcid: 0000-0002-4561-241X
- first_name: Adrian
full_name: Elgyütt, Adrian
id: 4A2E9DBA-F248-11E8-B48F-1D18A9856A87
last_name: Elgyütt
- first_name: Petr
full_name: Novotny, Petr
id: 3CC3B868-F248-11E8-B48F-1D18A9856A87
last_name: Novotny
- first_name: Owen
full_name: Rouillé, Owen
last_name: Rouillé
citation:
ama: 'Chatterjee K, Elgyütt A, Novotný P, Rouillé O. Expectation optimization with
probabilistic guarantees in POMDPs with discounted-sum objectives. In: Vol 2018.
IJCAI; 2018:4692-4699. doi:10.24963/ijcai.2018/652'
apa: 'Chatterjee, K., Elgyütt, A., Novotný, P., & Rouillé, O. (2018). Expectation
optimization with probabilistic guarantees in POMDPs with discounted-sum objectives
(Vol. 2018, pp. 4692–4699). Presented at the IJCAI: International Joint Conference
on Artificial Intelligence, Stockholm, Sweden: IJCAI. https://doi.org/10.24963/ijcai.2018/652'
chicago: Chatterjee, Krishnendu, Adrian Elgyütt, Petr Novotný, and Owen Rouillé.
“Expectation Optimization with Probabilistic Guarantees in POMDPs with Discounted-Sum
Objectives,” 2018:4692–99. IJCAI, 2018. https://doi.org/10.24963/ijcai.2018/652.
ieee: 'K. Chatterjee, A. Elgyütt, P. Novotný, and O. Rouillé, “Expectation optimization
with probabilistic guarantees in POMDPs with discounted-sum objectives,” presented
at the IJCAI: International Joint Conference on Artificial Intelligence, Stockholm,
Sweden, 2018, vol. 2018, pp. 4692–4699.'
ista: 'Chatterjee K, Elgyütt A, Novotný P, Rouillé O. 2018. Expectation optimization
with probabilistic guarantees in POMDPs with discounted-sum objectives. IJCAI:
International Joint Conference on Artificial Intelligence vol. 2018, 4692–4699.'
mla: Chatterjee, Krishnendu, et al. Expectation Optimization with Probabilistic
Guarantees in POMDPs with Discounted-Sum Objectives. Vol. 2018, IJCAI, 2018,
pp. 4692–99, doi:10.24963/ijcai.2018/652.
short: K. Chatterjee, A. Elgyütt, P. Novotný, O. Rouillé, in:, IJCAI, 2018, pp.
4692–4699.
conference:
end_date: 2018-07-19
location: Stockholm, Sweden
name: 'IJCAI: International Joint Conference on Artificial Intelligence'
start_date: 2018-07-13
date_created: 2018-12-11T11:44:13Z
date_published: 2018-07-01T00:00:00Z
date_updated: 2023-09-19T14:45:48Z
day: '01'
department:
- _id: KrCh
- _id: ToHe
doi: 10.24963/ijcai.2018/652
ec_funded: 1
external_id:
arxiv:
- '1804.10601'
isi:
- '000764175404117'
intvolume: ' 2018'
isi: 1
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1804.10601
month: '07'
oa: 1
oa_version: Preprint
page: 4692 - 4699
project:
- _id: 25892FC0-B435-11E9-9278-68D0E5697425
grant_number: ICT15-003
name: Efficient Algorithms for Computer Aided Verification
- _id: 25832EC2-B435-11E9-9278-68D0E5697425
call_identifier: FWF
grant_number: S 11407_N23
name: Rigorous Systems Engineering
- _id: 2581B60A-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '279307'
name: 'Quantitative Graph Games: Theory and Applications'
publication_status: published
publisher: IJCAI
publist_id: '8031'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum
objectives
type: conference
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 2018
year: '2018'
...