Risk Sensitive Stochastic Shortest Path and LogSumExp: From Theory to Practice

Author:

de Freitas Elthon Manhas,Freire Valdinei,Delgado Karina Valdivia

Publisher

Springer International Publishing

Reference37 articles.

1. Bertsekas, D.P., Tsitsiklis, J.N.: An analysis of stochastic shortest path problems. Math. Oper. Res. 16(3), 580–595 (1991)

2. Bonet, B., Geffner, H.: Labeled RTDP: improving the convergence of real-time dynamic programming. In: ICAPS 2003, pp. 12–21. AAAI Press (2003)

3. Chen, Y., Gao, D.Y.: Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions. J. Glob. Optim. 64(3), 417–431 (2014). https://doi.org/10.1007/s10898-014-0244-5

4. Chow, Y., Tamar, A., Mannor, S., Pavone, M.: Risk-sensitive and robust decision-making: a CVaR optimization approach. In: Advances in Neural Information Systems (2015)

5. Chvatal, V.: Linear Programming. Freeman Press, New York (1983)

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