Aviv Tamar, Yonatan Glassner, Shie Mannor. Optimizing the CVaR via Sampling. In Blai Bonet, Sven Koenig, editors, Proceedings of the Twenty-Ninth AAAI Conference on Artificial Intelligence, January 25-30, 2015, Austin, Texas, USA. pages 2993-2999, AAAI Press, 2015. [doi]
Abstract is missing.