to account for tail risks associated with an uncertain loss. With limited data, the empirical entropic risk estimator, i.e. replacing the expectation in the ...

Governments are motivated to subsidize profit-driven firms that manufacture zero-emission vehicles to ensure they become price-competitive. This paper intr...

Recently there has been a surge of interest in operations research~(OR) and the machine learning~(ML) community in combining prediction algorithms and optimi...

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. W...

We study a class of deterministic two-player nonzero-sum differential games where one player uses piecewise-continuous controls to affect the continuously e...

We consider a deterministic two-player linear-state differential game, where Player 1 uses piecewise continuous controls, while Player 2 implements impulse...

Conditional Value at Risk (CVaR) is widely used to account for the preferences of a risk-averse agent in the extreme loss scenarios. To study the effectiven...

In this paper, we introduce a class of deterministic finite-horizon two-player non-zero-sum differential games where one player uses continuous control wh...