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]
@article{LinR23-2,
title = {An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems},
author = {Zhengqi Lin and Andrzej Ruszczynski},
year = {2023},
month = {December},
doi = {10.1137/22m1530665},
url = {https://doi.org/10.1137/22m1530665},
researchr = {https://researchr.org/publication/LinR23-2},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {61},
number = {6},
pages = {3559-3583},
}