On optimum strategies for minimizing the exponential moments of a loss function

Neri Merhav. On optimum strategies for minimizing the exponential moments of a loss function. In Proceedings of the 2012 IEEE International Symposium on Information Theory, ISIT 2012, Cambridge, MA, USA, July 1-6, 2012. pages 140-144, IEEE, 2012. [doi]

@inproceedings{Merhav12-1,
  title = {On optimum strategies for minimizing the exponential moments of a loss function},
  author = {Neri Merhav},
  year = {2012},
  doi = {10.1109/ISIT.2012.6283493},
  url = {http://dx.doi.org/10.1109/ISIT.2012.6283493},
  researchr = {https://researchr.org/publication/Merhav12-1},
  cites = {0},
  citedby = {0},
  pages = {140-144},
  booktitle = {Proceedings of the 2012 IEEE International Symposium on Information Theory, ISIT 2012, Cambridge, MA, USA, July 1-6, 2012},
  publisher = {IEEE},
  isbn = {978-1-4673-2580-6},
}