no code implementations • 17 Oct 2023 • Gugan Thoppe, L. A. Prashanth, Sanjay Bhat
To the best of our knowledge, our work is the first to provide lower and upper bounds for estimating any risk measure beyond the mean within a Markovian setting.
no code implementations • 25 Feb 2022 • Diksha Garg, Pankaj Malhotra, Anil Bhatia, Sanjay Bhat, Lovekesh Vig, Gautam Shroff
We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC).
no code implementations • 11 Feb 2022 • Jyoti Narwariya, Chetan Verma, Pankaj Malhotra, Lovekesh Vig, Easwara Subramanian, Sanjay Bhat
One of the objectives of such demand response management is to incentivize the consumers to adjust their consumption so that the overall electricity procurement in the wholesale markets is minimized, e. g. it is desirable that consumers consume less during peak hours when cost of procurement for brokers from wholesale markets are high.