Stochastic Optimization in a Cumulative Prospect Theory Framework

Cheng Jie, Prashanth L. A., Michael C. Fu, Steven I. Marcus, Csaba Szepesvári. Stochastic Optimization in a Cumulative Prospect Theory Framework. IEEE Trans. Automat. Contr., 63(9):2867-2882, 2018. [doi]

Abstract

Abstract is missing.