{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T07:06:59Z","timestamp":1729667219187,"version":"3.28.0"},"reference-count":29,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019,6]]},"DOI":"10.23919\/ecc.2019.8796021","type":"proceedings-article","created":{"date-parts":[[2019,8,15]],"date-time":"2019-08-15T19:20:02Z","timestamp":1565896802000},"page":"375-380","source":"Crossref","is-referenced-by-count":19,"title":["Risk-averse risk-constrained optimal control"],"prefix":"10.23919","author":[{"given":"Pantelis","family":"Sopasakis","sequence":"first","affiliation":[]},{"given":"Mathijs","family":"Schuurmans","sequence":"additional","affiliation":[]},{"given":"Panagiotis","family":"Patrinos","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"journal-title":"Risk-averse model predictive operation control of islanded microgrids","year":"2018","author":"hans","key":"ref10"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-014-0813-x"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-011-0935-y"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2015.10.013"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.23919\/ECC.2007.7068826"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2000.038"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2016.12.002"},{"journal-title":"Portfolio optimization with entropic value-at-risk","year":"2017","author":"ahmadi-javid","key":"ref17"},{"journal-title":"Optimization Online","article-title":"Time and dynamic consistency of risk averse stochastic programs","year":"2016","author":"shapiro","key":"ref18"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-011-9968-2"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.23919\/ECC.2019.8796286"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1080.0646"},{"journal-title":"The MOSEK Optimization Toolbox for MATLAB Manual","year":"2017","author":"aps","key":"ref27"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-006-9084-x"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1137\/050622328"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/TCST.2017.2677741"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1100.0821"},{"key":"ref8","first-page":"3509","article-title":"Algorithms for CVaR optimization in MDPs","author":"chow","year":"0","journal-title":"NIPS"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2011.11.006"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1142\/6478"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.cor.2014.03.026"},{"journal-title":"Lectures on Stochastic Programming Modeling and Theory","year":"2014","author":"shapiro","key":"ref1","doi-asserted-by":"crossref","DOI":"10.1137\/1.9781611973433"},{"volume":"i","journal-title":"Dynamic Programming and Optimal Control","year":"2012","author":"bertsekas","key":"ref20"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2018.11.022"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1109\/ACC.2014.6859437"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1515\/9781400831050"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1016\/j.sorms.2013.03.001"},{"journal-title":"Risk-averse risk-constrained optimal control","year":"2019","author":"sopasakis","key":"ref26"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898718829"}],"event":{"name":"2019 18th European Control Conference (ECC)","start":{"date-parts":[[2019,6,25]]},"location":"Naples, Italy","end":{"date-parts":[[2019,6,28]]}},"container-title":["2019 18th European Control Conference (ECC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8778424\/8795605\/08796021.pdf?arnumber=8796021","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,1,16]],"date-time":"2021-01-16T16:05:43Z","timestamp":1610813143000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8796021\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,6]]},"references-count":29,"URL":"https:\/\/doi.org\/10.23919\/ecc.2019.8796021","relation":{},"subject":[],"published":{"date-parts":[[2019,6]]}}}
