Invention Grant
- Patent Title: Deciding an optimal action in consideration of risk
- Patent Title (中): 考虑风险决定最佳行动
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Application No.: US13371513Application Date: 2012-02-13
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Publication No.: US08972331B2Publication Date: 2015-03-03
- Inventor: Mikael F. Onsjö , Takayuki Osogami
- Applicant: Mikael F. Onsjö , Takayuki Osogami
- Applicant Address: US NY Armonk
- Assignee: International Business Machines Corporation
- Current Assignee: International Business Machines Corporation
- Current Assignee Address: US NY Armonk
- Agency: Scully, Scott, Murphy & Presser, P.C.
- Agent Jeff Tang, Esq.
- Priority: JP2011-029660 20110215
- Main IPC: G06N5/02
- IPC: G06N5/02 ; G06Q10/00 ; G06N7/00

Abstract:
A method and system for deciding an optimal action in consideration of risk. The method includes the steps of: generating sequentially, by way of a Markov decision process based on a Monte Carlo method, a series of data having states on a memory of a computer; computing a risk measure of a present data by tracking generated data from opposite order to generation order, where the risk measure is calculated from a value at risk or an exceedance probability that is derived from risk measures of a plurality of states transitionable from a state of the present data; and executing the step of computing the risk measure while tracking back to starting data, where at least one of the steps is carried out using a computer device.
Public/Granted literature
- US20120209801A1 DECIDING AN OPTIMAL ACTION IN CONSIDERATION OF RISK Public/Granted day:2012-08-16
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