Alexander Zadorojniy

A Rigorous Risk-aware Linear Approach to Extended Markov Ratio Decision Processes with Embedded Learning

We consider the problem of risk-aware Markov Decision Processes (MDPs) for Safe AI. We introduce a theoretical framework, Extended Markov Ratio Decision Processes (EMRDP), that incorporates risk into MDPs and embeds environment learning into this framework. We propose an algorithm to find the optima…