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"A Variational Formula for Risk-Sensitive Reward."

V. Anantharam, Vivek S. Borkar (2017)

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DOI: 10.1137/151002630

access: closed

type: Journal Article

metadata version: 2020-07-09

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  dblp key:
  - journals/siamco/AnantharamB17
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  - https://dblp.org/rec/journals/siamco/AnantharamB17
V. Anantharam, Vivek S. Borkar:
A Variational Formula for Risk-Sensitive Reward. SIAM J. Control. Optim. 55(2): 961-988 (2017)

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