@article{aconvexprogrammingapproachtodatadriven,
  title = {A Convex Programming Approach to Data-Driven Risk-Averse Reinforcement Learning},
  author = {Yuzhen Han and Majid Mazouchi and Subramanya Nageshrao and Hamidreza Modares},
  year = {2021},
  eprint = {2103.14606},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.14606v1},
}