LetM+beaBAMDP.Then: CVaRα(GM

Neural Information Processing Systems 

Now consider a perturbation of the prior distribution over transition functionsδ: T R 0 such that R Tpδ(Tp)P(Tp|h0)dTp = 1. Proof: Proposition 2directly extends Proposition 1in[8]toBAMDPs.

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