Risk-averse risk-constrained optimal control

Pantelis Sopasakis, Mathijs Schuurmans, Panagiotis Patrinos. Risk-averse risk-constrained optimal control. In 18th European Control Conference, ECC 2019, Naples, Italy, June 25-28, 2019. pages 375-380, IEEE, 2019. [doi]

Authors

Pantelis Sopasakis

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Mathijs Schuurmans

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Panagiotis Patrinos

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