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]

@inproceedings{SopasakisSP19,
  title = {Risk-averse risk-constrained optimal control},
  author = {Pantelis Sopasakis and Mathijs Schuurmans and Panagiotis Patrinos},
  year = {2019},
  doi = {10.23919/ECC.2019.8796021},
  url = {https://doi.org/10.23919/ECC.2019.8796021},
  researchr = {https://researchr.org/publication/SopasakisSP19},
  cites = {0},
  citedby = {0},
  pages = {375-380},
  booktitle = {18th European Control Conference, ECC 2019, Naples, Italy, June 25-28, 2019},
  publisher = {IEEE},
  isbn = {978-3-907144-00-8},
}