@article{nilim:or05,
    Title = {Robust Control of {M}arkov 
         Decision Processes with Uncertain Transition Matrices},
    Author = {Arnab Nilim and Laurent El Ghaoui},
    Journal = {Operations Research},
    Volume = {53},
    Number = {1},
    Pages = {780--798},
    Year = {2005},
    keywords = {robust MDPs}
}

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