@article{JMLR:v18:15-636,
  author  = {Yinlam Chow and Mohammad Ghavamzadeh and Lucas Janson and Marco Pavone},
  title   = {Risk-Constrained Reinforcement Learning with Percentile Risk Criteria},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {18},
  number  = {167},
  pages   = {1--51},
  url     = {http://jmlr.org/papers/v18/15-636.html}
}