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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]

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Cheng Jie

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Prashanth L. A.

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Michael C. Fu

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Steven I. Marcus

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Csaba Szepesvári

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