{"id":"https://openalex.org/W2782594280","doi":"https://doi.org/10.1109/cdc.2017.8264204","title":"Linear and dynamic programming approaches to degenerate risk-sensitive reward processes","display_name":"Linear and dynamic programming approaches to degenerate risk-sensitive reward processes","publication_year":2017,"publication_date":"2017-12-01","ids":{"openalex":"https://openalex.org/W2782594280","doi":"https://doi.org/10.1109/cdc.2017.8264204","mag":"2782594280"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2017.8264204","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2017.8264204","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 IEEE 56th Annual Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018541798","display_name":"Vivek S. Borkar","orcid":"https://orcid.org/0000-0003-0756-5402"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Vivek S. Borkar","raw_affiliation_strings":["Electrical Engineering, Indian Institute of Technology Bombay, Mumbai, India"],"affiliations":[{"raw_affiliation_string":"Electrical Engineering, Indian Institute of Technology Bombay, Mumbai, India","institution_ids":["https://openalex.org/I162827531"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5018541798"],"corresponding_institution_ids":["https://openalex.org/I162827531"],"apc_list":null,"apc_paid":null,"fwci":1.1386,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.90599888,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"3714","last_page":"3718"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9854999780654907,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9733999967575073,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/irreducibility","display_name":"Irreducibility","score":0.7599560022354126},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.6708605885505676},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.5921077132225037},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5294287800788879},{"id":"https://openalex.org/keywords/degenerate-energy-levels","display_name":"Degenerate energy levels","score":0.5113441348075867},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4982330799102783},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.45679783821105957},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.44855883717536926},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.36469778418540955},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3140365779399872},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.20611441135406494},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.10375082492828369},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06302586197853088}],"concepts":[{"id":"https://openalex.org/C2776823524","wikidata":"https://www.wikidata.org/wiki/Q6073561","display_name":"Irreducibility","level":2,"score":0.7599560022354126},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.6708605885505676},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.5921077132225037},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5294287800788879},{"id":"https://openalex.org/C72319582","wikidata":"https://www.wikidata.org/wiki/Q584304","display_name":"Degenerate energy levels","level":2,"score":0.5113441348075867},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4982330799102783},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.45679783821105957},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.44855883717536926},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.36469778418540955},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3140365779399872},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.20611441135406494},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.10375082492828369},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06302586197853088},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cdc.2017.8264204","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2017.8264204","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 IEEE 56th Annual Conference on Decision and Control (CDC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320719","display_name":"Department of Science and Technology, Ministry of Science and Technology, India","ror":"https://ror.org/0101xrq71"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W118602349","https://openalex.org/W1524028581","https://openalex.org/W1745373831","https://openalex.org/W1990437501","https://openalex.org/W2004276046","https://openalex.org/W2009882056","https://openalex.org/W2011434447","https://openalex.org/W2013406658","https://openalex.org/W2047485015","https://openalex.org/W2049826699","https://openalex.org/W2060921867","https://openalex.org/W2070443156","https://openalex.org/W2086304253","https://openalex.org/W2127594788","https://openalex.org/W2139914196","https://openalex.org/W2140282437","https://openalex.org/W2147086938","https://openalex.org/W2158479468","https://openalex.org/W2160769068","https://openalex.org/W2169324952","https://openalex.org/W2169706572","https://openalex.org/W2178442254","https://openalex.org/W2180192350","https://openalex.org/W2222696761","https://openalex.org/W2334782222","https://openalex.org/W2605818517","https://openalex.org/W2953351167","https://openalex.org/W2963056098","https://openalex.org/W3104155877","https://openalex.org/W4237883889","https://openalex.org/W4253069376","https://openalex.org/W4300754431","https://openalex.org/W6684859769","https://openalex.org/W7029993674"],"related_works":["https://openalex.org/W1630580488","https://openalex.org/W2007170860","https://openalex.org/W4319349750","https://openalex.org/W2951407429","https://openalex.org/W4246385323","https://openalex.org/W2145139444","https://openalex.org/W4383993686","https://openalex.org/W4379981171","https://openalex.org/W1656119201","https://openalex.org/W4226159211"],"abstract_inverted_index":{"Using":[0],"a":[1],"recently":[2],"established":[3],"variational":[4],"representation":[5],"for":[6,22],"asymptotic":[7],"growth":[8],"rate":[9],"of":[10,30],"risk-sensitive":[11,25],"reward,":[12],"equivalent":[13],"dynamic":[14],"programming":[15,18],"and":[16],"linear":[17],"formulations":[19],"are":[20],"recovered":[21],"finite":[23],"state":[24],"reward":[26],"processes":[27],"in":[28],"absence":[29],"irreducibility.":[31]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
