Uday Kumar M

According to our database, Uday Kumar M authored at least 5 papers between 2009 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Approximate solutions to constrained risk-sensitive Markov decision processes.

Uday Kumar M, Sanjay P. Bhat, Veeraruna Kavitha, Nandyala Hemachandra

Eur. J. Oper. Res., 2023

Optimal Markov Policies for Finite-Horizon Constrained MDPs With Combined Additive and Multiplicative Utilities.

Uday Kumar M, Veeraruna Kavitha, Sanjay P. Bhat, Nandyala Hemachandra

IEEE Control. Syst. Lett., 2023

2019

Ultimately Stationary Policies to Approximate Risk-Sensitive Discounted MDPs.

Uday Kumar M, Sanjay P. Bhat, Veeraruna Kavitha, Nandyala Hemachandra

Proceedings of the 12th EAI International Conference on Performance Evaluation Methodologies and Tools, 2019

2009

Discrete-time optimal hedging for multi-asset path-dependent European contingent claims.

Uday Kumar M, VijaySekhar Chellaboina, Sanjay P. Bhat, Sandeep Prasad, Anil Bhatia

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

Discrete-time, minimum-variance hedging of European contingent claims.

Sanjay P. Bhat, VijaySekhar Chellaboina, Anil Bhatia, Sandeep Prasad, Uday Kumar M

Proceedings of the 48th IEEE Conference on Decision and Control, 2009