Title
Optimizing Expectation with Guarantees in POMDPs (Technical Report).
Abstract
A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which is problematic especially in safety-critical applications. Recently, there has been a surge of interest in POMDPs where the goal is to maximize the probability to ensure that the payoff is at least a given threshold, but these approaches do not consider any optimization beyond satisfying this constraint. In this work we go beyond both the expectation and threshold approaches and consider a guaranteed payoff optimization (GPO) problem for POMDPs, where we are given a $t$ and the objective is to find a policy $sigma$ such that a) each possible outcome of $sigma$ yields a discounted-sum payoff of at least $t$, and b) the expected discounted-sum payoff of $sigma$ is optimal (or near-optimal) among all policies satisfying a). We present a practical approach to tackle the GPO problem and evaluate it on standard POMDP benchmarks.
Year
Venue
Field
2016
arXiv: Artificial Intelligence
Mathematical optimization,Computer science,Partially observable Markov decision process,Markov decision process,Technical report,Stochastic game
DocType
Volume
Citations 
Journal
abs/1611.08696
0
PageRank 
References 
Authors
0.34
0
5
Name
Order
Citations
PageRank
Krishnendu Chatterjee12179162.09
Petr Novotný2463.35
Guillermo A. Pérez3109.32
Jean-François Raskin41735100.15
Dorde Zikelic562.44