Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk

DOI10.1109/TAC.2022.3142131OpenAlexW4205770363MaRDI QIDQ6137518

Ahmet Cetinkaya, Masako Kishida

Publication date: 4 September 2023

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

Full work available at URL: https://doi.org/10.1109/tac.2022.3142131

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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