@article{JMLR:v22:20-168,
  author  = {Umit Köse and Andrzej Ruszczyński},
  title   = {Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {38},
  pages   = {1--34},
  url     = {http://jmlr.org/papers/v22/20-168.html}
}