Stochastic Optimization in a Cumulative Prospect Theory Framework. Jie, C., A., P. L., Fu, M. C., Marcus, S. I., & Szepesvári, C. IEEE Trans. Autom. Control., 63(9):2867–2882, 2018.
Stochastic Optimization in a Cumulative Prospect Theory Framework [link]Paper  doi  bibtex   
@article{DBLP:journals/tac/JieAFMS18,
  author    = {Cheng Jie and
               Prashanth L. A. and
               Michael C. Fu and
               Steven I. Marcus and
               Csaba Szepesv{\'{a}}ri},
  title     = {Stochastic Optimization in a Cumulative Prospect Theory Framework},
  journal   = {{IEEE} Trans. Autom. Control.},
  volume    = {63},
  number    = {9},
  pages     = {2867--2882},
  year      = {2018},
  url       = {https://doi.org/10.1109/TAC.2018.2822658},
  doi       = {10.1109/TAC.2018.2822658},
  timestamp = {Wed, 20 May 2020 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/tac/JieAFMS18.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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