32 citations · 37 across the 10 of their papers we have counts for
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math.OC2018
Exit Time Risk-Sensitive Control for Systems of Cooperative Agents
Paul Dupuis, Vaios Laschos, Kavita Ramanan
We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing…
math.OC2018
Risk-Sensitive Partially Observable Markov Decision Processes as Fully Observable Multivariate Utility Optimization problems
Arsham Afsardeir, Andreas Kapetanis, Vaios Laschos +1
We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and…