{"user_id":"c635000d-4b10-11ee-a964-aac5a93f6ac1","oa":1,"status":"public","project":[{"_id":"25892FC0-B435-11E9-9278-68D0E5697425","grant_number":"ICT15-003","name":"Efficient Algorithms for Computer Aided Verification"},{"name":"Rigorous Systems Engineering","call_identifier":"FWF","grant_number":"S 11407_N23","_id":"25832EC2-B435-11E9-9278-68D0E5697425"},{"name":"Quantitative Graph Games: Theory and Applications","call_identifier":"FP7","_id":"2581B60A-B435-11E9-9278-68D0E5697425","grant_number":"279307"}],"page":"4692 - 4699","external_id":{"isi":["000764175404117"],"arxiv":["1804.10601"]},"citation":{"chicago":"Chatterjee, Krishnendu, Adrian Elgyütt, Petr Novotný, and Owen Rouillé. “Expectation Optimization with Probabilistic Guarantees in POMDPs with Discounted-Sum Objectives,” 2018:4692–99. IJCAI, 2018. https://doi.org/10.24963/ijcai.2018/652.","ista":"Chatterjee K, Elgyütt A, Novotný P, Rouillé O. 2018. Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum objectives. IJCAI: International Joint Conference on Artificial Intelligence vol. 2018, 4692–4699.","apa":"Chatterjee, K., Elgyütt, A., Novotný, P., & Rouillé, O. (2018). Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum objectives (Vol. 2018, pp. 4692–4699). Presented at the IJCAI: International Joint Conference on Artificial Intelligence, Stockholm, Sweden: IJCAI. https://doi.org/10.24963/ijcai.2018/652","mla":"Chatterjee, Krishnendu, et al. Expectation Optimization with Probabilistic Guarantees in POMDPs with Discounted-Sum Objectives. Vol. 2018, IJCAI, 2018, pp. 4692–99, doi:10.24963/ijcai.2018/652.","ama":"Chatterjee K, Elgyütt A, Novotný P, Rouillé O. Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum objectives. In: Vol 2018. IJCAI; 2018:4692-4699. doi:10.24963/ijcai.2018/652","short":"K. Chatterjee, A. Elgyütt, P. Novotný, O. Rouillé, in:, IJCAI, 2018, pp. 4692–4699.","ieee":"K. Chatterjee, A. Elgyütt, P. Novotný, and O. Rouillé, “Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum objectives,” presented at the IJCAI: International Joint Conference on Artificial Intelligence, Stockholm, Sweden, 2018, vol. 2018, pp. 4692–4699."},"month":"07","date_created":"2018-12-11T11:44:13Z","acknowledgement":"This research was supported by the Vienna Science and Technology Fund (WWTF) grant ICT15-003; Austrian Science Fund (FWF): S11407-N23(RiSE/SHiNE);and an ERC Start Grant (279307:Graph Games).\r\n","department":[{"_id":"KrCh"},{"_id":"ToHe"}],"article_processing_charge":"No","publication_status":"published","abstract":[{"text":"Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies that optimize the expectation of the discounted-sum payoff. A key drawback of the expectation measure is that even low probability events with extreme payoff can significantly affect the expectation, and thus the obtained policies are not necessarily risk-averse. An alternate approach is to optimize the probability that the payoff is above a certain threshold, which allows obtaining risk-averse policies, but ignores optimization of the expectation. We consider the expectation optimization with probabilistic guarantee (EOPG) problem, where the goal is to optimize the expectation ensuring that the payoff is above a given threshold with at least a specified probability. We present several results on the EOPG problem, including the first algorithm to solve it.","lang":"eng"}],"_id":"24","doi":"10.24963/ijcai.2018/652","author":[{"id":"2E5DCA20-F248-11E8-B48F-1D18A9856A87","last_name":"Chatterjee","orcid":"0000-0002-4561-241X","first_name":"Krishnendu","full_name":"Chatterjee, Krishnendu"},{"full_name":"Elgyütt, Adrian","first_name":"Adrian","last_name":"Elgyütt","id":"4A2E9DBA-F248-11E8-B48F-1D18A9856A87"},{"last_name":"Novotny","id":"3CC3B868-F248-11E8-B48F-1D18A9856A87","first_name":"Petr","full_name":"Novotny, Petr"},{"last_name":"Rouillé","full_name":"Rouillé, Owen","first_name":"Owen"}],"conference":{"start_date":"2018-07-13","end_date":"2018-07-19","name":"IJCAI: International Joint Conference on Artificial Intelligence","location":"Stockholm, Sweden"},"isi":1,"date_updated":"2023-09-19T14:45:48Z","volume":2018,"type":"conference","date_published":"2018-07-01T00:00:00Z","year":"2018","publisher":"IJCAI","ec_funded":1,"day":"01","oa_version":"Preprint","main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1804.10601"}],"quality_controlled":"1","scopus_import":"1","title":"Expectation optimization with probabilistic guarantees in POMDPs with discounted-sum objectives","intvolume":" 2018","language":[{"iso":"eng"}],"publist_id":"8031"}