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20182023
most citedA Wasserstein distance approach for concentration of empirical risk estimates

8 citations · 10 across the 5 of their papers we have counts for

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math.OC2023★ 1 cited

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…

math.OC2022

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…