Linear and Dynamic Programs for Risk-Sensitive Cost Minimization

Ari Arapostathis, Vivek S. Borkar. Linear and Dynamic Programs for Risk-Sensitive Cost Minimization. In 60th IEEE Conference on Decision and Control, CDC 2021, Austin, TX, USA, December 14-17, 2021. pages 3042-3047, IEEE, 2021. [doi]

@inproceedings{ArapostathisB21,
  title = {Linear and Dynamic Programs for Risk-Sensitive Cost Minimization},
  author = {Ari Arapostathis and Vivek S. Borkar},
  year = {2021},
  doi = {10.1109/CDC45484.2021.9683319},
  url = {https://doi.org/10.1109/CDC45484.2021.9683319},
  researchr = {https://researchr.org/publication/ArapostathisB21},
  cites = {0},
  citedby = {0},
  pages = {3042-3047},
  booktitle = {60th IEEE Conference on Decision and Control, CDC 2021, Austin, TX, USA, December 14-17, 2021},
  publisher = {IEEE},
  isbn = {978-1-6654-3659-5},
}