On Optimizing the Conditional Value-At-Risk of a Maximum Cost for Risk-Averse Safety Analysis-Reference-Cited by-同舟云学术

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On Optimizing the Conditional Value-At-Risk of a Maximum Cost for Risk-Averse Safety Analysis

Published:2022 Issue: Volume: Page:1-8
ISSN:0018-9286
Container-title:IEEE Transactions on Automatic Control
language:
Short-container-title:IEEE Trans. Automat. Contr.

Author:

Chapman Margaret P.¹^ORCID,Faus Michael²^ORCID,Smith Kevin M.³^ORCID

Affiliation:

1. Edward S. Rogers Sr. Department of Electrical and Computer Engineering, University of Toronto, Toronto, Ontario, Canada

2. Department of Electrical and Computer Engineering, Princeton University, Princeton, NJ, USA

3. Department of Civil and Environmental Engineering, Tufts University, Medford, MA, USA

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Electrical and Electronic Engineering,Computer Science Applications,Control and Systems Engineering

Link

http://xplorestaging.ieee.org/ielx7/9/4601496/09846925.pdf?arnumber=9846925

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Markov decision processes with risk-sensitive criteria: an overview;Mathematical Methods of Operations Research;2024-04

2. On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria;IEEE Transactions on Control Systems Technology;2023-11

3. The economics of renewable energy portfolio management in solar based microgrids: A comparative study of smart strategies in the market;Solar Energy;2023-09

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