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Uday Kumar M

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2020 – today

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2023
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Uday Kumar M, Veeraruna Kavitha, Sanjay P. Bhat, Nandyala Hemachandra:
Optimal Markov Policies for Finite-Horizon Constrained MDPs With Combined Additive and Multiplicative Utilities. IEEE Control. Syst. Lett. 7: 2029-2034 (2023)
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Uday Kumar M, Sanjay P. Bhat, Veeraruna Kavitha, Nandyala Hemachandra:
Approximate solutions to constrained risk-sensitive Markov decision processes. Eur. J. Oper. Res. 310(1): 249-267 (2023)

2010 – 2019

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2019
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Uday Kumar M, Sanjay P. Bhat, Veeraruna Kavitha, Nandyala Hemachandra:
Ultimately Stationary Policies to Approximate Risk-Sensitive Discounted MDPs. VALUETOOLS 2019: 63-70

2000 – 2009

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2009
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Uday Kumar M, VijaySekhar Chellaboina, Sanjay P. Bhat, Sandeep Prasad, Anil Bhatia:
Discrete-time optimal hedging for multi-asset path-dependent European contingent claims. CDC 2009: 3679-3684
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Sanjay P. Bhat, VijaySekhar Chellaboina, Anil Bhatia, Sandeep Prasad, Uday Kumar M:
Discrete-time, minimum-variance hedging of European contingent claims. CDC 2009: 5544-5549

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