An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems

Zhengqi Lin, Andrzej Ruszczynski. An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems. SIAM J. Control and Optimization, 61(6):3559-3583, December 2023. [doi]

Authors

Zhengqi Lin

This author has not been identified. Look up 'Zhengqi Lin' in Google

Andrzej Ruszczynski

This author has not been identified. Look up 'Andrzej Ruszczynski' in Google