Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Sadana, Utsav"'
The entropic risk measure is widely used in high-stakes decision making to account for tail risks associated with an uncertain loss. With limited data, the empirical entropic risk estimator, i.e. replacing the expectation in the entropic risk measure
Externí odkaz:
http://arxiv.org/abs/2409.19926
Autor:
Sadana, Utsav, Zaccour, Georges
Governments are motivated to subsidize profit-driven firms that manufacture zero-emission vehicles to ensure they become price-competitive. This paper introduces a dynamic Stackelberg game to determine the government's optimal subsidy strategy for ze
Externí odkaz:
http://arxiv.org/abs/2407.05393
Autor:
Sadana, Utsav, Chenreddy, Abhilash, Delage, Erick, Forel, Alexandre, Frejinger, Emma, Vidal, Thibaut
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty. This gave ris
Externí odkaz:
http://arxiv.org/abs/2306.10374
Autor:
Sadana, Utsav, Chenreddy, Abhilash, Delage, Erick, Forel, Alexandre, Frejinger, Emma, Vidal, Thibaut
Publikováno v:
In European Journal of Operational Research 16 January 2025 320(2):271-289
We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse controls. F
Externí odkaz:
http://arxiv.org/abs/2106.10706
The value of randomized strategies in distributionally robust risk averse network interdiction games
Autor:
Sadana, Utsav, Delage, Erick
Conditional Value at Risk (CVaR) is widely used to account for the preferences of a risk-averse agent in the extreme loss scenarios. To study the effectiveness of randomization in interdiction games with an interdictor that is both risk and ambiguity
Externí odkaz:
http://arxiv.org/abs/2003.07915
We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse instants are exogenous, we obtain the classical result in linear-state diff
Externí odkaz:
http://arxiv.org/abs/2003.05348
Publikováno v:
In European Journal of Operational Research 1 December 2021 295(2):792-805
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