Yun Shen, Wilhelm Stannat, Klaus Obermayer. Risk-Sensitive Markov Control Processes. SIAM J. Control and Optimization, 51(5):3652-3672, 2013. [doi]
@article{ShenSO13,
title = {Risk-Sensitive Markov Control Processes},
author = {Yun Shen and Wilhelm Stannat and Klaus Obermayer},
year = {2013},
doi = {10.1137/120899005},
url = {http://dx.doi.org/10.1137/120899005},
researchr = {https://researchr.org/publication/ShenSO13},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {51},
number = {5},
pages = {3652-3672},
}