Prospect-Theory Behavior from Bellman Optimality in MDPs with Catastrophic States 事件

Prospect-Theory Behavior from Bellman Optimality in MDPs with Catastrophic States arXiv:2606.00970v1 Announce Type: new Abstract: We study risk-neutral control in Markov decision processes with an absorbing catastrophic state. Even though rewards are linear and the agent has no utility curvature, probability weighting, or framing dependence, standard Bellman optimality produces three prospect-theory-like signatures: an S-shaped value-function profile (convex near catastrophe, concave in the far