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Risk-averse risk-constrained optimal control

Sopasakis, P; Schuurmans, M; Patrinos, P

Sopasakis, P (reprint author), Queens Univ Belfast, Sch Elect Elect Engn & Comp Sci, Ctr Intelligent Autonomous Mfg Syst, Belfast BT9 5AH, Antrim, North Ireland.

2019 18TH EUROPEAN CONTROL CONFERENCE (ECC), 2019; (): 375

Abstract

Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-aver......

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