Search Machine Learning Repository: @incollection{NIPS2014_5246,
    Publisher = {Curran Associates, Inc.},
    Author = {Yinlam Chow and Mohammad Ghavamzadeh},
    Url = {http://papers.nips.cc/paper/5246-algorithms-for-cvar-optimization-in-mdps.pdf},
    Booktitle = {Advances in Neural Information Processing Systems 27},
    Title = {Algorithms for CVaR Optimization in MDPs},
    Editor = {Z. Ghahramani and M. Welling and C. Cortes and N.d. Lawrence and K.q. Weinberger},
    Year = {2014},
    Pages = {3509--3517}
   }