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- W152191188 abstract "We investigate search problems under risk in state-space graphs, with the aim of finding optimal paths for risk-averse agents. We consider problems where uncertainty is due to the existence of different scenarios of known probabilities, with different impacts on costs of solution-paths. We consider various non-linear decision criteria (EU, RDU, Yaari) to express risk averse preferences; then we provide a general optimization procedure for such criteria, based on a path-ranking algorithm applied on a scalarized valuation of the graph. We also consider partial preference models like second order stochastic dominance (SSD) and propose a multiobjective search algorithm to determine SSD-optimal paths. Finally, the numerical performance of our algorithms are presented and discussed." @default.
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- W152191188 date "2007-01-06" @default.
- W152191188 modified "2023-10-17" @default.
- W152191188 title "State Space Search for Risk-averse Agents" @default.
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