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Optimal Control of a Multistate Failure-Prone Manufacturing System under a Conditional Value-at-Risk Cost Criterion
Journal of Optimization Theory and Applications
◽
10.1007/s10957-014-0668-6
◽
2014
◽
Vol 167
(2)
◽
pp. 716-732
◽
Cited By ~ 2
Author(s):
Amir Ahmadi-Javid
◽
Roland Malhamé
Keyword(s):
At Risk
◽
Optimal Control
◽
Value At Risk
◽
Manufacturing System
◽
Conditional Value At Risk
◽
Cost Criterion
◽
Risk Cost
Download Full-text
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Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk
2018 Annual American Control Conference (ACC)
◽
10.23919/acc.2018.8430957
◽
2018
◽
Cited By ~ 2
Author(s):
Samantha Samuelson
◽
Insoon Yang
Keyword(s):
At Risk
◽
Optimal Control
◽
Value At Risk
◽
Stochastic Systems
◽
Conditional Value At Risk
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Optimal Control of Energy Storage in a Microgrid by Minimizing Conditional Value-at-Risk
IEEE Transactions on Sustainable Energy
◽
10.1109/tste.2016.2543024
◽
2016
◽
Vol 7
(3)
◽
pp. 1264-1273
◽
Cited By ~ 53
Author(s):
Raheleh Khodabakhsh
◽
Shahin Sirouspour
Keyword(s):
At Risk
◽
Optimal Control
◽
Energy Storage
◽
Value At Risk
◽
Conditional Value At Risk
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Optimal Control of Conditional Value-at-Risk in Continuous Time
SIAM Journal on Control and Optimization
◽
10.1137/16m1058492
◽
2017
◽
Vol 55
(2)
◽
pp. 856-884
◽
Cited By ~ 13
Author(s):
Christopher W. Miller
◽
Insoon Yang
Keyword(s):
At Risk
◽
Optimal Control
◽
Continuous Time
◽
Value At Risk
◽
Conditional Value At Risk
Download Full-text
A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
The Journal of Risk
◽
10.21314/jor.2014.281
◽
2014
◽
Vol 16
(6)
◽
pp. 3-29
◽
Cited By ~ 10
Author(s):
Samuel Drapeau
◽
Michael Kupper
◽
Antonis Papapantoleon
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Certainty Equivalents
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Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach
SSRN Electronic Journal
◽
10.2139/ssrn.3713896
◽
2019
◽
Author(s):
Bastian Gribisch
◽
Tobias Eckernkemper
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Mixed Frequency
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A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables
Applied Energy
◽
10.1016/j.apenergy.2021.116971
◽
2021
◽
Vol 294
◽
pp. 116971
Author(s):
Ang Xuan
◽
Xinwei Shen
◽
Qinglai Guo
◽
Hongbin Sun
Keyword(s):
At Risk
◽
Energy Storage
◽
Value At Risk
◽
Energy System
◽
Conditional Value At Risk
◽
Planning Model
◽
Integrated Energy System
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Reserve-energy joint optimal scheduling based on Conditional Value-at-Risk for Islanded Microgrids
2020 IEEE Sustainable Power and Energy Conference (iSPEC)
◽
10.1109/ispec50848.2020.9351024
◽
2020
◽
Author(s):
Siliang Liu
◽
Zehuai Liu
◽
Qinhao Li
◽
Wenyang Deng
◽
Lai Zhou
Keyword(s):
At Risk
◽
Value At Risk
◽
Optimal Scheduling
◽
Conditional Value At Risk
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The optimal hourly electricity price considering wind electricity uncertainty based on conditional value at risk
International Journal of Green Energy
◽
10.1080/15435075.2020.1865372
◽
2021
◽
pp. 1-13
Author(s):
Haike Qiao
◽
Zijun Zhang
◽
Qin Su
Keyword(s):
At Risk
◽
Value At Risk
◽
Electricity Price
◽
Conditional Value At Risk
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Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation
Transportation Science
◽
10.1287/trsc.2019.0925
◽
2019
◽
Cited By ~ 1
Author(s):
Liu Su
◽
Changhyun Kwon
Keyword(s):
At Risk
◽
Network Design
◽
Value At Risk
◽
Hazardous Materials
◽
Conditional Value At Risk
◽
Risk Averse
◽
Hazardous Materials Transportation
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Tradeoff between expected reward and conditional value-at-risk criterion in newsvendor models
2007 IEEE International Conference on Industrial Engineering and Engineering Management
◽
10.1109/ieem.2007.4419453
◽
2007
◽
Author(s):
Minghui Xu
◽
Frank Y Chen
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Risk Criterion
Download Full-text
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