Risk-Averse Online POMDP Planning via CVaR of the Immediate Cost with Performance Guarantees
Read the original on arXiv AI →The Flow has not summarised this story yet — read it at arXiv AI.
The Flow has not summarised this story yet — read it at arXiv AI.
The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.
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