---
title: "State Space Search for Risk-Averse Agents"
authors:
  - "Patrice Perny"
  - "Olivier Spanjaard"
  - "Louis-Xavier Storme"
doi: ""
url: "https://ijcai.org/proceedings/2007/379"
pdf: "https://ijcai.org/proceedings/2007/0379.pdf"
venue: "Proceedings of the Twentieth International Joint Conference on Artificial Intelligence"
year: 2007
pages: "2353-2357"
track: ""
keywords:
---

# State Space Search for Risk-Averse Agents

Patrice Perny, Olivier Spanjaard, Louis-Xavier Storme

*Proceedings of the Twentieth International Joint Conference on Artificial Intelligence*, pages 2353-2357.

## 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.