https://ppsantos.github.io/tags/general-utility-markov-decision-process/Recent content in General-Utility Markov Decision Process on Pedro P. SantosHugo -- 0.147.2enWed, 26 Aug 2026 00:00:00 +0000https://ppsantos.github.io/posts/risk-aware-gumdps/Wed, 26 Aug 2026 00:00:00 +0000https://ppsantos.github.io/posts/risk-aware-gumdps/We motivate and explore risk-aware general-utility MDPs, where we aim to find an optimal policy with respect to a risk measure of the distribution of objective values induced by its interaction with the MDP.https://ppsantos.github.io/posts/from-mdps-to-gumdps/Fri, 07 Aug 2026 00:00:00 +0000https://ppsantos.github.io/posts/from-mdps-to-gumdps/We explore how general-utility Markov decision processes (GUMDPs) can encode a more rich set of objectives than those considered by the framework of MDPs (with stationary cost functions). We also briefly review connections between GUMDPs and the dual formulation for MDPs, relevant objectives for GUMDPs, and how to solve GUMDPs.