Variance-Constrained Risk Sharing in Stochastic Systems

DOI10.1109/TAC.2016.2599581MaRDI QIDQ5282429zbMATH OpenOpenAlexFDO

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

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