# The variance-penalized stochastic shortest path problem

@inproceedings{Piribauer2022TheVS, title={The variance-penalized stochastic shortest path problem}, author={Jakob Piribauer and Ocan Sankur and Christel Baier}, booktitle={ICALP}, year={2022} }

The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized. This paper addresses the optimization of the variance-penalized expectation (VPE) of the accumulated weight, which is a variant of the SSPP in which a multiple of the variance of accumulated weights is incurred as a penalty. It is shown that the optimal VPE in MDPs with non-negative…

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