검색결과 : 12건
| No. | Article |
|---|---|
| 1 |
Risk-averse model predictive control Sopasakis P, Herceg D, Bemporad A, Patrinos P Automatica, 100, 281, 2019 |
| 2 |
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming Lin K, Jie C, Marcus SI Automatica, 97, 1, 2018 |
| 3 |
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies Spada M, Paraschiv F, Burgherr P Energy, 154, 277, 2018 |
| 4 |
Approximate Value Iteration for Risk-Aware Markov Decision Processes Yu PQ, Haskell WB, Xu H IEEE Transactions on Automatic Control, 63(9), 3135, 2018 |
| 5 |
OPTIMAL CONTROL OF CONDITIONAL VALUE-AT-RISK IN CONTINUOUS TIME Miller CW, Yang I SIAM Journal on Control and Optimization, 55(2), 856, 2017 |
| 6 |
A CONVEX ANALYTIC APPROACH TO RISK-AWARE MARKOV DECISION PROCESSES Haskell WB, Jain R SIAM Journal on Control and Optimization, 53(3), 1569, 2015 |
| 7 |
Risk-Constrained Markov Decision Processes Borkar V, Jain R IEEE Transactions on Automatic Control, 59(9), 2574, 2014 |
| 8 |
RISK-AVERSE CONTROL OF UNDISCOUNTED TRANSIENT MARKOV MODELS Cavus O, Ruszczynski A SIAM Journal on Control and Optimization, 52(6), 3935, 2014 |
| 9 |
RISK-SENSITIVE MARKOV CONTROL PROCESSES Shen Y, Stannat W, Obermayer K SIAM Journal on Control and Optimization, 51(5), 3652, 2013 |
| 10 |
NONLINEAR BLACK-SCHOLES EQUATIONS IN FINANCE: ASSOCIATED CONTROL PROBLEMS AND PROPERTIES OF SOLUTIONS Frey R, Polte U SIAM Journal on Control and Optimization, 49(1), 185, 2011 |