Kun Lin, Cheng Jie, Steven I. Marcus. Probabilistically distorted risk-sensitive infinite-horizon dynamic programming. Automatica, 97:1-6, 2018. [doi]
@article{LinJM18,
title = {Probabilistically distorted risk-sensitive infinite-horizon dynamic programming},
author = {Kun Lin and Cheng Jie and Steven I. Marcus},
year = {2018},
doi = {10.1016/j.automatica.2018.07.028},
url = {https://doi.org/10.1016/j.automatica.2018.07.028},
researchr = {https://researchr.org/publication/LinJM18},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {97},
pages = {1-6},
}