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"Stochastic Optimization in a Cumulative Prospect Theory Framework."

Cheng Jie et al. (2018)

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DOI: 10.1109/TAC.2018.2822658

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - https://dblp.org/rec/journals/tac/JieAFMS18
Cheng Jie, Prashanth L. A., Michael C. Fu, Steven I. Marcus, Csaba Szepesvári:
Stochastic Optimization in a Cumulative Prospect Theory Framework. IEEE Trans. Autom. Control. 63(9): 2867-2882 (2018)

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