Quantile Propagation Planning for Budgeted Tail-Risk Evaluation
Risk-aware planning must identify rare, costly outcomes using only a limited number of model evaluations. Monte Carlo rollouts spend this budget on noisy tail estimates, while planning from the mean can miss the tail entirely. We introduce quantile propagation planning (QPP), which propagates a small, fixed set of dist...
Wei-Jia Han, Zhi-Shen Huang, Li-Sha Qu et al.
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