Pre-prints

  • Likelihood ratio-based policy gradient methods for distortion risk measures: A non-asymptotic analysis
    N. Vijayan and Prashanth L.A.
    [arxiv], 2021.

  • Prashanth L.A. and Sanjay P. Bhat, A Wasserstein distance approach for concentration of empirical risk estimates, (Under review) 2022. [arxiv]

  • Xiaowei Hu, Prashanth L.A., Andras Gyorgy and Csaba Szepesvari, (Bandit) Convex Optimization with Biased Noisy Gradient Oracles, Draft, 2016. [arxiv]

  • Prashanth L.A., H.L.Prasad and S.Bhatnagar, Actor-Critic Algorithms for Learning Nash Equilibria in N-player General-Sum Games, Draft, 2015. [arxiv]

Books, Surveys, PhD Thesis

Journal Papers

Proceedings of International Conferences

  • Estimation of Spectral Risk Measures
    Ajay Kumar Pandey, Prashanth L.A. and Sanjay P. Bhat
    AAAI 2021. [arxiv]

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