44 citations · 364 across the 85 of their papers we have counts for
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math.OC2015★ 7 cited
Structural Results for Partially Observed Markov Decision Processes
Vikram Krishnamurthy
This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is…
math.OC2015
Sequential Detection of Market shocks using Risk-averse Agent Based Models
Vikram Krishnamurthy, Sujay Bhatt
This paper considers a statistical signal processing problem involving agent based models of financial markets which at a micro-level are driven by socially aware and risk- averse…