Towards a bridge between cost and wealth in risk-aware planning

摘要

Risk attitude reflects an intelligent agent’s preference for different uncertain rewards. Cost is the resource consumed; wealth is the total amount of the resource an agent holds. In a risk-aware system whose risk attitude is not independent of wealth, utility is a function of wealth. Given the utility function is one-switch, if we simply use cost based utility functions for the reasoning, unless the initial wealth is zero, we cannot precisely obtain the optimum preference in every decision step. A bridge algorithm between cost and wealth helps us solve this problem. We provide a framework of the bridge algorithm for risk-aware Markov decision processes. We present an example of the block-world problem to explain the algorithm.