152 citations · 174 across the 6 of their papers we have counts for
6 papers
Mitigating optimistic bias in entropic risk estimation and optimization
Utsav Sadana, Erick Delage, Angelos Georghiou
The entropic risk measure is widely used in high-stakes decision-making across economics, management science, finance, and safety-critical control systems because it captures tail…
Subsidizing a New Technology: An Impulse Stackelberg Game Approach
Utsav Sadana, Georges Zaccour
Governments are motivated to subsidize profit-driven firms that manufacture zero-emission vehicles to ensure they become price-competitive. This paper introduces a dynamic Stackelb…
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
Utsav Sadana, Abhilash Chenreddy, Erick Delage +3
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to so…
Feedback Nash Equilibria in Differential Games with Impulse Control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses…
The value of randomized strategies in distributionally robust risk averse network interdiction games
Utsav Sadana, Erick Delage
Conditional Value at Risk (CVaR) is widely used to account for the preferences of a risk-averse agent in the extreme loss scenarios. To study the effectiveness of randomization in…
Open-loop and feedback Nash equilibrium in scalar linear-state differential games with impulse control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse insta…