Work

Dispersion Sensitive Optimal Control: A Conditional Value-at-Risk-Based Tail Flattening Approach via Sequential Convex Programming

Year: 2024

Type: article

Source: IEEE Transactions on Control Systems Technology

DOI: 10.1109/tcst.2024.3427910

Authors: Kazuya Echigo, Oliver Sheridan, Samuel Buckner, Behçet Açıkmeşe

Institution: University of Washington

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: Office of Naval Research, Air Force Office of Scientific Research

Awards: G2891982205, G3727194442

OpenAlex ID: W4401878694

FWCI: 1.231

Cites: 33

Cited by: 4

Related to: 10