5 citations · 6 across the 4 of their papers we have counts for
9 papers · 1 filter
Stochastic approximation approaches for CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
This paper considers variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions and provides three stochastic approximation schemes to sol…
Cross apprenticeship learning framework: Properties and solution approaches
Ashwin Aravind, Debasish Chatterjee, Ashish Cherukuri
Apprenticeship learning is a framework in which an agent learns a policy to perform a given task in an environment using example trajectories provided by an expert. In the real wor…
Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization under Wasserstein Ambiguity Sets
Ashish Cherukuri, Ashish R. Hota
We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR). We consider th…
Stochastic approximation of CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
In this paper we study variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions. We introduce stochastic approximation schemes that empl…
Wasserstein Distributionally Robust Look-Ahead Economic Dispatch
Bala Kameshwar Poolla, Ashish R. Hota, Saverio Bolognani +2
We consider the problem of look-ahead economic dispatch (LAED) with uncertain renewable energy generation. The goal of this problem is to minimize the cost of conventional energy g…
Sample average approximation of CVaR-based Wardrop equilibrium in routing under uncertain costs
Ashish Cherukuri
This paper focuses on the class of routing games that have uncertain costs. Assuming that agents are risk-averse and select paths with minimum conditional value-at-risk (CVaR) asso…