Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence (Q3452516)

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Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence
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    Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence (English)
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    12 November 2015
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    Rényi divergence
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    risk-sensitive cost
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    rare events
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    large deviations
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    Laplace principle
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    robust bounds
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    risk-sensitive functional comparison bounds
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    logarithmic probability comparison bounds
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