Search Results for author: Arvind S. Menon

Found 1 papers, 1 papers with code

Online Estimation and Optimization of Utility-Based Shortfall Risk

1 code implementation16 Nov 2021 Vishwajit Hegde, Arvind S. Menon, L. A. Prashanth, Krishna Jagannathan

We derive non-asymptotic bounds on the estimation error in the number of samples.

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