activity
20162022
most citedFrequency-driven market mechanisms for optimal dispatch in power networks

5 citations · 6 across the 4 of their papers we have counts for

collaborators
Showing math.OCShow all

9 papers · 1 filter

math.OC20221 cited

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…

math.OC2022

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…

math.OC2020

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…

math.OC2020

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…

math.OC2020

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…

math.OC2019

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…