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Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence

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References

1995Large Deviations For Performance Analysis: Queues, Communication and Computing211 cited
2008Efficient rare-event simulation for the maximum of heavy-tailed random walks103 cited
1989How large delays build up in a GI/G/1 queue81 cited
2012Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification47 cited

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2017Dependence measures bounding the exploration bias for general measurements41 cited

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