Solving MDPs with Skew Symmetric Bilinear Utility Functions

Gilbert, Hugo; Spanjaard, Olivier; Viappiani, Paolo; Weng, Paul

Solving MDPs with Skew Symmetric Bilinear Utility Functions

Hugo Gilbert, Olivier Spanjaard, Paolo Viappiani, Paul Weng

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Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence. Main Track. Pages 1989-1994.

Abstract

In this paper we adopt Skew Symmetric Bilinear (SSB) utility functions to compare policies in Markov Decision Processes (MDPs). By considering pairs of alternatives, SSB utility theory generalizes von Neumann and Morgenstern's expected utility (EU) theory to encompass rational decision behaviors that EU cannot accommodate. We provide a game-theoretic analysis of the problem of identifying an SSB-optimal policy in finite horizon MDPs and propose an algorithm based on a double oracle approach for computing an optimal (possibly randomized) policy. Finally, we present and discuss experimental results where SSB-optimal policies are computed for a popular TV contest according to several instantiations of SSB utility functions.

Hugo Gilbert, Olivier Spanjaard, Paolo Viappiani, and Paul Weng. 2015. Solving MDPs with Skew Symmetric Bilinear Utility Functions. In Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI-15. IJCAI, 1989–1994. https://ijcai.org/proceedings/2015/282

@inproceedings{ijcai2015p282,
  title     = {Solving MDPs with Skew Symmetric Bilinear Utility Functions},
  author    = {Gilbert, Hugo and Spanjaard, Olivier and Viappiani, Paolo and Weng, Paul},
  booktitle = {Proceedings of the Twenty-Fourth International Joint Conference on
               Artificial Intelligence, {IJCAI-15}},
  publisher = {International Joint Conferences on Artificial Intelligence},
  editor    = {Qiang Yang and Michael Wooldridge},
  pages     = {1989--1994},
  year      = {2015},
  month     = {7},
  note      = {Main Track},
  url       = {https://ijcai.org/proceedings/2015/282},
}

TY  - CPAPER
TI  - Solving MDPs with Skew Symmetric Bilinear Utility Functions
AU  - Gilbert, Hugo
AU  - Spanjaard, Olivier
AU  - Viappiani, Paolo
AU  - Weng, Paul
T2  - Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI-15
PB  - International Joint Conferences on Artificial Intelligence
PY  - 2015
SP  - 1989
EP  - 1994
UR  - https://ijcai.org/proceedings/2015/282
ER  -