Variance-Constrained Risk Sharing in Stochastic Systems

DOI10.1109/TAC.2016.2599581zbMATH Open1366.93709OpenAlexW2513134592MaRDI QIDQ5282429FDOQ5282429

Authors: Insoon Yang, Duncan S. Callaway, Claire Tomlin 

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2016.2599581

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (1)

• Optimal Control of Conditional Value-at-Risk in Continuous Time

This page was built for publication: Variance-Constrained Risk Sharing in Stochastic Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282429)