8 citations · 10 across the 5 of their papers we have counts for
6 papers
Finite-Horizon Constrained MDPs With Both Additive And Multiplicative Utilities
Uday Kumar M, Sanjay P Bhat, Veeraruna Kavitha +1
This paper considers the problem of finding a solution to the finite horizon constrained Markov decision processes (CMDP) where the objective as well as constraints are sum of addi…
Approximate Solutions To Constrained Risk-Sensitive Markov Decision Processes
Uday Kumar M, Sanjay P Bhat, Veeraruna Kavitha +1
This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision pr…
Estimation of Spectral Risk Measures
Ajay Kumar Pandey, Prashanth L. A., Sanjay P. Bhat
We consider the problem of estimating a spectral risk measure (SRM) from i.i.d. samples, and propose a novel method that is based on numerical integration. We show that our SRM est…
Bidding in Smart Grid PDAs: Theory, Analysis and Strategy (Extended Version)
Susobhan Ghosh, Sujit Gujar, Praveen Paruchuri +2
Periodic Double Auctions (PDAs) are commonly used in the real world for trading, e.g. in stock markets to determine stock opening prices, and energy markets to trade energy in orde…
A Wasserstein distance approach for concentration of empirical risk estimates
Prashanth L. A., Sanjay P. Bhat
This paper presents a unified approach based on Wasserstein distance to derive concentration bounds for empirical estimates for two broad classes of risk measures defined in the pa…
Concentration bounds for empirical conditional value-at-risk: The unbounded case
Ravi Kumar Kolla, Prashanth L. A., Sanjay P. Bhat +1
In several real-world applications involving decision making under uncertainty, the traditional expected value objective may not be suitable, as it may be necessary to control loss…