publication . Preprint . 2013

Robust bounds on risk-sensitive functionals via Renyi divergence

Atar, Rami; Chowdhary, Kamaljit; Dupuis, Paul;
Open Access English
  • Published: 23 Oct 2013
Abstract
Comment: 20 pages, 2 figures
Subjects
free text keywords: Mathematics - Probability
Funded by
NSF| Large Deviation Methods for the Analysis and Design of Accelerated Monte Carlo Schemes
Project
  • Funder: National Science Foundation (NSF)
  • Project Code: 1317199
  • Funding stream: Directorate for Mathematical & Physical Sciences | Division of Mathematical Sciences
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