Risk-constrained Markov decision processes

Vivek S. Borkar, Rahul Jain. Risk-constrained Markov decision processes. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 2664-2669, IEEE, 2010. [doi]

@inproceedings{BorkarJ10,
  title = {Risk-constrained Markov decision processes},
  author = {Vivek S. Borkar and Rahul Jain},
  year = {2010},
  doi = {10.1109/CDC.2010.5718076},
  url = {http://dx.doi.org/10.1109/CDC.2010.5718076},
  tags = {Markov},
  researchr = {https://researchr.org/publication/BorkarJ10},
  cites = {0},
  citedby = {0},
  pages = {2664-2669},
  booktitle = {Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA},
  publisher = {IEEE},
}