Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk

DOI10.1109/TAC.2021.3131149arXiv2101.12086MaRDI QIDQ6053161

Claire J. Tomlin, Margaret P. Chapman, Insoon Yang, Unnamed Author, Marco Pavone, Riccardo Bonalli

Publication date: 26 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.12086

zbMATH Keywords

stochastic optimal controlsafety analysisMarkov decision processes (MDPs)conditional Value-at-Risk (CVaR)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (1)

First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems

This page was built for publication: Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk