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}, }