2 papers
math.OC2026
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…
math.OC2025
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…