26 citations · 46 across the 3 of their papers we have counts for
3 papers
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty
Nelson Vadori, Sumitra Ganesh, Prashant Reddy +1
We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision proce…
Heuristics for Link Prediction in Multiplex Networks
Robert E. Tillman, Vamsi K. Potluru, Jiahao Chen +2
Link prediction, or the inference of future or missing connections between entities, is a well-studied problem in network analysis. A multitude of heuristics exist for link predict…
Reinforcement Learning for Market Making in a Multi-agent Dealer Market
Sumitra Ganesh, Nelson Vadori, Mengda Xu +3
Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In thi…