Solution methods for constrained Markov decision process with continuous probability modulationJanusz MareckiMarek Petriket al.2013UAI 2013
An approximate solution method for large risk-averse markov decision processesMarek PetrikDharmashankar Subramanian2012UAI 2012
Approximate dynamic programming by minimizing distributionally robust boundsMarek Petrik2012ICML 2012
Robust approximate bilinear programming for value function approximationMarek PetrikShlomo Zilberstein2011JMLR