Insoon Yang, Duncan S. Callaway, Claire J. Tomlin. Variance-Constrained Risk Sharing in Stochastic Systems. IEEE Trans. Automat. Contr., 62(4):1865-1879, 2017. [doi]
@article{YangCT17,
title = {Variance-Constrained Risk Sharing in Stochastic Systems},
author = {Insoon Yang and Duncan S. Callaway and Claire J. Tomlin},
year = {2017},
doi = {10.1109/TAC.2016.2599581},
url = {http://dx.doi.org/10.1109/TAC.2016.2599581},
researchr = {https://researchr.org/publication/YangCT17},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {62},
number = {4},
pages = {1865-1879},
}