Patent Document ID: 20120072259
Application ID: 13235642
Patent Flag: 0

Claim One:
1. A method for determining an optimal action in consideration of risk, the method comprising the steps of: (a) selecting a state from possible states in a current term, wherein said current term belongs to a time horizon; (b) selecting an action from at least one action candidate that can be executed in a selected state; (c) calculating a probability distribution of an evaluation value for a selected action, wherein said evaluation value corresponds to a reward obtained in said current term and an optimal value for next term; (d) calculating a risk measure using said probability distribution of said evaluation value; (e) determining a weighting function conforming to a preference by taking said risk measure into consideration; (f) calculating a value measure of said selected action; (g) repeating steps (b) through (f) for all other said action candidates that can be executed in said selected state; and (h) comparing said value measures of said selected actions in order to determine an optimal action for said selected state, wherein at least one of the steps is carried out using a computer device.