A Stochastic Interpretation of Stochastic Mirror Descent: Risk-Sensitive Optimality

Navid Azizan, Babak Hassibi. A Stochastic Interpretation of Stochastic Mirror Descent: Risk-Sensitive Optimality. In 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019. pages 3960-3965, IEEE, 2019. [doi]

Abstract

Abstract is missing.