arXiv AI By Pedro P. Santos, F\'abio Vital, Alberto Sardinha, Francisco S. Melo

Risk-Aware General-Utility Markov Decision Processes

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arXiv:2607. 09298v1 Announce Type: cross Abstract: We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives.

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arXiv AI
Jul 23

Long-Term Sequential Decision Making under Risk

arXiv:2607. 19914v1 Announce Type: new Abstract: We study finite-horizon MDP planning under \emph{root-based} (resolute) risk objectives that apply a rank-dependent functional to the distribution of total returns.

By Irmaan (Mohammad), Mirzanejad, Nadjet Bourdache, Abdel-Illah Mouaddib
arXiv AI
Sep 17

Online Robust Reinforcement Learning Through Monte-Carlo Planning

The paper introduces a robust variant of Monte Carlo Tree Search that addresses ambiguities in transition dynamics and reward distributions, bridging the gap between simulation-based planning and real-world deployment. It incorporates a robust power mean backup operator and exploration bonuses to guarantee finite-sample convergence at every node, achieving an ≠O(n−1/2) convergence rate for root value estimation comparable to standard MCTS. Empirical results demonstrate robust performance in planning tasks even under significant model mismatches.

By Tuan Dam, Kishan Panaganti, Brahim Driss, Adam Wierman