Convex risk averse control design. Dvijotham, K.; Fazel, M.; and Todorov, E. In 53rd IEEE Conference on Decision and Control, pages 4020–4025, 2014. IEEE.
bibtex   
@inproceedings{dvijotham2014convex,
  title={Convex risk averse control design},
  author={Dvijotham, Krishnamurthy and Fazel, Maryam and Todorov, Emanuel},
  booktitle={53rd IEEE Conference on Decision and Control},
  pages={4020--4025},
  year={2014},
  organization={IEEE},
	PDF={https://homes.cs.washington.edu/~todorov/papers/DvijothamCDC14.pdf}
}
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