| Publication | Date of Publication | Type |
|---|
A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms
IEEE Transactions on Automatic Control | 2019-07-18 | Paper |
Risk-constrained reinforcement learning with percentile risk criteria
(available as arXiv preprint) | 2018-11-22 | Paper |
| Risk-constrained reinforcement learning with percentile risk criteria | 2018-11-22 | Paper |
| Weighted SGD for _p regression with randomized preconditioning | 2018-11-22 | Paper |
Weighted SGD for \(\ell_p\) regression with randomized preconditioning
Proceedings of the Twenty-Seventh Annual ACM-SIAM Symposium on Discrete Algorithms | 2018-07-16 | Paper |
Sequential Decision Making With Coherent Risk
IEEE Transactions on Automatic Control | 2017-09-21 | Paper |
| Risk Aversion in Finite Markov Decision Processes Using Total Cost Criteria and Average Value at Risk | 2016-02-16 | Paper |
Risk Aversion in Finite Markov Decision Processes Using Total Cost Criteria and Average Value at Risk
(available as arXiv preprint) | 2016-01-01 | Paper |
| Stochastic Optimal Control With Dynamic, Time-Consistent Risk Constraints | 2015-11-22 | Paper |
| A Framework for Time-Consistent, Risk-Averse Model Predictive Control: Theory and Algorithms | 2015-11-22 | Paper |
| Robust Policy Optimization with Baseline Guarantees | 2015-06-15 | Paper |
| Control of Generalized Energy Storage Networks | 2015-04-22 | Paper |
| A Time Consistent Formulation of Risk Constrained Stochastic Optimal Control | 2015-03-25 | Paper |
| A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints | 2015-01-08 | Paper |
A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints
(available as arXiv preprint) | 2015-01-01 | Paper |
A Time Consistent Formulation of Risk Constrained Stochastic Optimal Control
(available as arXiv preprint) | 2015-01-01 | Paper |
Control of Generalized Energy Storage Networks
(available as arXiv preprint) | 2015-01-01 | Paper |
Robust Policy Optimization with Baseline Guarantees
(available as arXiv preprint) | 2015-01-01 | Paper |
Stochastic Optimal Control With Dynamic, Time-Consistent Risk Constraints
(available as arXiv preprint) | 2015-01-01 | Paper |
A Framework for Time-Consistent, Risk-Averse Model Predictive Control: Theory and Algorithms
(available as arXiv preprint) | 2015-01-01 | Paper |
| Weighted Difference Approximation of Value Functions for Slow-Discounting Markov Decision Processes | 2014-12-16 | Paper |
| Constrained Stochastic Optimal Control with a Baseline Performance Guarantee | 2014-10-10 | Paper |
| Distributed Online Modified Greedy Algorithm for Networked Storage Operation under Uncertainty | 2014-06-18 | Paper |
| Online Modified Greedy Algorithm for Storage Control under Uncertainty | 2014-05-30 | Paper |
Distributed Online Modified Greedy Algorithm for Networked Storage Operation under Uncertainty
(available as arXiv preprint) | 2014-01-01 | Paper |
Constrained Stochastic Optimal Control with a Baseline Performance Guarantee
(available as arXiv preprint) | 2014-01-01 | Paper |
Weighted Difference Approximation of Value Functions for Slow-Discounting Markov Decision Processes
(available as arXiv preprint) | 2014-01-01 | Paper |
Online Modified Greedy Algorithm for Storage Control under Uncertainty
(available as arXiv preprint) | 2014-01-01 | Paper |
