---
_id: '12568'
abstract:
- lang: eng
  text: We treat the problem of risk-aware control for stochastic shortest path (SSP)
    on Markov decision processes (MDP). Typically, expectation is considered for SSP,
    which however is oblivious to the incurred risk. We present an alternative view,
    instead optimizing conditional value-at-risk (CVaR), an established risk measure.
    We treat both Markov chains as well as MDP and introduce, through novel insights,
    two algorithms, based on linear programming and value iteration, respectively.
    Both algorithms offer precise and provably correct solutions. Evaluation of our
    prototype implementation shows that risk-aware control is feasible on several
    moderately sized models.
article_processing_charge: No
arxiv: 1
author:
- first_name: Tobias
  full_name: Meggendorfer, Tobias
  id: b21b0c15-30a2-11eb-80dc-f13ca25802e1
  last_name: Meggendorfer
  orcid: 0000-0002-1712-2165
citation:
  ama: 'Meggendorfer T. Risk-aware stochastic shortest path. In: <i>Proceedings of
    the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>. Vol 36. Association
    for the Advancement of Artificial Intelligence; 2022:9858-9867. doi:<a href="https://doi.org/10.1609/aaai.v36i9.21222">10.1609/aaai.v36i9.21222</a>'
  apa: 'Meggendorfer, T. (2022). Risk-aware stochastic shortest path. In <i>Proceedings
    of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i> (Vol. 36,
    pp. 9858–9867). Virtual: Association for the Advancement of Artificial Intelligence.
    <a href="https://doi.org/10.1609/aaai.v36i9.21222">https://doi.org/10.1609/aaai.v36i9.21222</a>'
  chicago: Meggendorfer, Tobias. “Risk-Aware Stochastic Shortest Path.” In <i>Proceedings
    of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, 36:9858–67.
    Association for the Advancement of Artificial Intelligence, 2022. <a href="https://doi.org/10.1609/aaai.v36i9.21222">https://doi.org/10.1609/aaai.v36i9.21222</a>.
  ieee: T. Meggendorfer, “Risk-aware stochastic shortest path,” in <i>Proceedings
    of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, Virtual,
    2022, vol. 36, no. 9, pp. 9858–9867.
  ista: Meggendorfer T. 2022. Risk-aware stochastic shortest path. Proceedings of
    the 36th AAAI Conference on Artificial Intelligence, AAAI 2022. Conference on
    Artificial Intelligence vol. 36, 9858–9867.
  mla: Meggendorfer, Tobias. “Risk-Aware Stochastic Shortest Path.” <i>Proceedings
    of the 36th AAAI Conference on Artificial Intelligence, AAAI 2022</i>, vol. 36,
    no. 9, Association for the Advancement of Artificial Intelligence, 2022, pp. 9858–67,
    doi:<a href="https://doi.org/10.1609/aaai.v36i9.21222">10.1609/aaai.v36i9.21222</a>.
  short: T. Meggendorfer, in:, Proceedings of the 36th AAAI Conference on Artificial
    Intelligence, AAAI 2022, Association for the Advancement of Artificial Intelligence,
    2022, pp. 9858–9867.
conference:
  end_date: 2022-03-01
  location: Virtual
  name: Conference on Artificial Intelligence
  start_date: 2022-02-22
date_created: 2023-02-19T23:00:56Z
date_published: 2022-06-28T00:00:00Z
date_updated: 2023-02-20T07:19:12Z
day: '28'
department:
- _id: KrCh
doi: 10.1609/aaai.v36i9.21222
external_id:
  arxiv:
  - '2203.01640'
intvolume: '        36'
issue: '9'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: ' https://doi.org/10.48550/arXiv.2203.01640'
month: '06'
oa: 1
oa_version: Preprint
page: 9858-9867
publication: Proceedings of the 36th AAAI Conference on Artificial Intelligence, AAAI
  2022
publication_identifier:
  eissn:
  - 2374-3468
  isbn:
  - '1577358767'
publication_status: published
publisher: Association for the Advancement of Artificial Intelligence
quality_controlled: '1'
scopus_import: '1'
status: public
title: Risk-aware stochastic shortest path
type: conference
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 36
year: '2022'
...