Dynamic programming with non-convex risk-sensitive measures

Kun Lin, Steven I. Marcus. Dynamic programming with non-convex risk-sensitive measures. In American Control Conference, ACC 2013, Washington, DC, USA, June 17-19, 2013. pages 6778-6783, IEEE, 2013. [doi]

@inproceedings{LinM13-4,
  title = {Dynamic programming with non-convex risk-sensitive measures},
  author = {Kun Lin and Steven I. Marcus},
  year = {2013},
  url = {http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=6580904},
  researchr = {https://researchr.org/publication/LinM13-4},
  cites = {0},
  citedby = {0},
  pages = {6778-6783},
  booktitle = {American Control Conference, ACC 2013, Washington, DC, USA, June 17-19, 2013},
  publisher = {IEEE},
  isbn = {978-1-4799-0177-7},
}