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cs.LG2026
Wasserstein Distributionally Robust Risk-Sensitive Estimation via Conditional Value-at-Risk
Feras Al Taha, Eilyan Bitar
We propose a distributionally robust approach to risk-sensitive estimation of an unknown signal x from an observed signal y. The observation and unknown signal are modeled as rando…
cs.LG2016
Risk-Sensitive Learning and Pricing for Demand Response
Kia Khezeli, Eilyan Bitar
We consider the setting in which an electric power utility seeks to curtail its peak electricity demand by offering a fixed group of customers a uniform price for reductions in con…