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math.OC2022★ 1 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…