@inproceedings{chow2015risk,
  title={Risk-sensitive and robust decision-making: a {CVaR} optimization approach},
  author={Chow, Yinlam and Tamar, Aviv and Mannor, Shie and Pavone, Marco},
  booktitle={Advances in Neural Information Processing Systems (NIPS)},
  pages={1522--1530},
  year={2015}
}

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