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"Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence."

Rami Atar, Kenny Chowdhary, Paul Dupuis (2015)

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DOI: 10.1137/130939730

access: closed

type: Journal Article

metadata version: 2020-05-30

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Rami Atar, Kenny Chowdhary, Paul Dupuis:
Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence. SIAM/ASA J. Uncertain. Quantification 3(1): 18-33 (2015)

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