A Learning Algorithm for Risk-Sensitive Cost
Year of publication: |
2008
|
---|---|
Authors: | Basu, Arnab ; Bhattacharyya, Tirthankar ; Borkar, Vivek S. |
Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 33.2008, 4, p. 880-898
|
Saved in:
Saved in favorites
Similar items by person
-
A learning algorithm for risk-sensitive cost
Basu, Arnab, (2008)
-
A comparison principle for certain convex functionals of a diffusion process without drift
Borkar, Vivek S., (1987)
-
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
Borkar, Vivek S., (1989)
- More ...