Risk-Sensitive Reinforcement Learning Applied to Control under Constraints.

Peter Geibel Fritz Wysotzki Risk-Sensitive Reinforcement Learning Applied to Control under Constraints. 81-108 2005 24 J. Artif. Intell. Res. (JAIR) http://www.jair.org/papers/paper1666.html db/journals/jair/jair24.html#GeibelW05