A Learning Algorithm for Risk-Sensitive Cost
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Publication:3169001
DOI10.1287/moor.1080.0324zbMath1217.93188OpenAlexW2013406658MaRDI QIDQ3169001
Tirthankar Bhattacharyya, Arnab K. Basu, Vivek S. Borkar
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1080.0324
Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)
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