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Prashanth L. A.

Optimization of utility-based shortfall risk: A non-asymptotic viewpoint

Oct 28, 2023
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VaR\ and CVaR Estimation in a Markov Cost Process: Lower and Upper Bounds

Oct 17, 2023
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A Cubic-regularized Policy Newton Algorithm for Reinforcement Learning

Apr 21, 2023
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Finite time analysis of temporal difference learning with linear function approximation: Tail averaging and regularisation

Oct 12, 2022
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A Gradient Smoothed Functional Algorithm with Truncated Cauchy Random Perturbations for Stochastic Optimization

Jul 30, 2022
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A Survey of Risk-Aware Multi-Armed Bandits

May 12, 2022
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Adaptive Estimation of Random Vectors with Bandit Feedback

Apr 01, 2022
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Online Estimation and Optimization of Utility-Based Shortfall Risk

Nov 16, 2021
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Estimation of Spectral Risk Measures

Dec 22, 2019
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Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint

Oct 22, 2018
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