Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence (Q3452516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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