A Scenario-Based Approach for Stochastic Economic Model Predictive Control with an Expected Shortfall Constraint

Alireza Arastou, Algo Carè, Ye Wang 0005, Marco C. Campi, Erik Weyer. A Scenario-Based Approach for Stochastic Economic Model Predictive Control with an Expected Shortfall Constraint. In 64th IEEE Conference on Decision and Control, CDC 2025, Rio de Janeiro, Brazil, December 9-12, 2025. pages 4684-4689, IEEE, 2025. [doi]

@inproceedings{ArastouCWCW25,
  title = {A Scenario-Based Approach for Stochastic Economic Model Predictive Control with an Expected Shortfall Constraint},
  author = {Alireza Arastou and Algo Carè and Ye Wang 0005 and Marco C. Campi and Erik Weyer},
  year = {2025},
  doi = {10.1109/CDC57313.2025.11313027},
  url = {https://doi.org/10.1109/CDC57313.2025.11313027},
  researchr = {https://researchr.org/publication/ArastouCWCW25},
  cites = {0},
  citedby = {0},
  pages = {4684-4689},
  booktitle = {64th IEEE Conference on Decision and Control, CDC 2025, Rio de Janeiro, Brazil, December 9-12, 2025},
  publisher = {IEEE},
  isbn = {979-8-3315-2627-6},
}