Discrete-time, minimum-variance hedging of European contingent claims. - Sanjay P. Bhat; VijaySekhar Chellaboina; Anil Bhatia; Sandeep Prasad; Uday Kumar M (CDC, 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 (CDC, 2009)

Ultimately Stationary Policies to Approximate Risk-Sensitive Discounted MDPs. - Uday Kumar M; Sanjay P. Bhat; Veeraruna Kavitha; Nandyala Hemachandra (VALUETOOLS, 2019)

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)

Approximate solutions to constrained risk-sensitive Markov decision processes. - Uday Kumar M; Sanjay P. Bhat; Veeraruna Kavitha; Nandyala Hemachandra (Eur. J. Oper. Res., 2023)