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 ◽

Author(s):

Amir Ahmadi-Javid ◽

Roland Malhamé

Keyword(s):

At Risk ◽

Optimal Control ◽

Value At Risk ◽

Manufacturing System ◽

Conditional Value At Risk ◽

Cost Criterion ◽

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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 ◽

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 ◽

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 ◽

Author(s):

Christopher W. Miller ◽

Insoon Yang

Keyword(s):

At Risk ◽

Optimal Control ◽

Continuous Time ◽

Value At Risk ◽

Conditional Value At Risk

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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 ◽

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 ◽

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 ◽

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