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

DOI10.1109/TAC.2022.3142131MaRDI QIDQ6137518OpenAlexFDO

Authors Masako Kishida, Ahmet Cetinkaya

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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Cited in

(3)

• Weighted stochastic Riccati equations for generalization of linear optimal control
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• Risk-averse model predictive control

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