@incollection {NIPS2003_CN12,
  author = " Arnab Nilim and  Laurent El Ghaoui",
  title = " Robustness in Markov Decision Problems with Uncertain Transition Matrices",
  booktitle = "Advances in Neural Information Processing Systems 16",
  editor = "Sebastian Thrun and Lawrence Saul and Bernhard {Sch\"{o}lkopf}",
  publisher = "MIT Press",
  address = "Cambridge, MA",
  year = "2004",
  keywords = "Markov decision processes, robust optimization, computational complexity, estimation error, uncertainty",
  }