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]
@article{JieAFMS18,
title = {Stochastic Optimization in a Cumulative Prospect Theory Framework},
author = {Cheng Jie and Prashanth L. A. and Michael C. Fu and Steven I. Marcus and Csaba Szepesvári},
year = {2018},
doi = {10.1109/TAC.2018.2822658},
url = {https://doi.org/10.1109/TAC.2018.2822658},
researchr = {https://researchr.org/publication/JieAFMS18},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {63},
number = {9},
pages = {2867-2882},
}