"On Exponential Utility and Conditional Value-at-Risk as Risk-Averse ..."

Kevin M. Smith, Margaret P. Chapman (2023)

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DOI: 10.1109/TCST.2023.3274843

access: open

type: Journal Article

metadata version: 2024-03-08

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Kevin M. Smith, Margaret P. Chapman:
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. IEEE Trans. Control. Syst. Technol. 31(6): 2555-2570 (2023)

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