Publication Type
Conference Proceeding Article
Version
publishedVersion
Publication Date
6-2012
Abstract
Distributed constraint optimization problems (DCOPs) are well-suited for modeling multi-agent coordination problems where the primary interactions are between local subsets of agents. However, one limitation of DCOPs is the assumption that the constraint rewards are without uncertainty. Researchers have thus extended DCOPs to Stochastic DCOPs (SDCOPs), where rewards are sampled from known probability distribution reward functions, and introduced algorithms to find solutions with the largest expected reward. Unfortunately, such a solution might be very risky, that is, very likely to result in a poor reward. Thus, in this paper, we make three contributions: (1) we propose a stricter objective for SDCOPs, namely to find a solution with the most stochastically dominating probability distribution reward function; (2) we introduce an algorithm to find such solutions; and (3) we show that stochastically dominating solutions can indeed be less risky than expected reward maximizing solutions.
Keywords
DCOP, DPOP, Stochastic Dominance, Uncertainty
Discipline
Artificial Intelligence and Robotics | Computer Sciences | Operations Research, Systems Engineering and Industrial Engineering
Publication
AAMAS '12: Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems: 4-8 June 2012, Valencia, Spain
Volume
1
First Page
272
Last Page
279
ISBN
9780981738116
Publisher
IFAAMAS
City or Country
Richland, SC
Citation
NGUYEN DUC THIEN; YEOH, William; and LAU, Hoong Chuin.
Stochastic dominance in stochastic DCOPs for risk-sensitive applications. (2012). AAMAS '12: Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems: 4-8 June 2012, Valencia, Spain. 1, 272-279.
Available at: https://ink.library.smu.edu.sg/sis_research/3370
Copyright Owner and License
LARC
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
http://dl.acm.org/citation.cfm?id=2343613
Included in
Artificial Intelligence and Robotics Commons, Operations Research, Systems Engineering and Industrial Engineering Commons