@incollection{NIPS2010_0251,
 title = {Distributionally Robust Markov Decision Processes},
 author = {Huan Xu and Shie Mannor},
 booktitle = {Advances in Neural Information Processing Systems 23},
 editor = {J. Lafferty and C. K. I. Williams and J. Shawe-Taylor and R.S. Zemel and A. Culotta},
 pages = {2505--2513},
 year = {2010}
}