{"id":"https://openalex.org/W2964219244","doi":"https://doi.org/10.23919/acc.2018.8430957","title":"Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk","display_name":"Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk","publication_year":2018,"publication_date":"2018-06-01","ids":{"openalex":"https://openalex.org/W2964219244","doi":"https://doi.org/10.23919/acc.2018.8430957","mag":"2964219244"},"language":"en","primary_location":{"id":"doi:10.23919/acc.2018.8430957","doi":"https://doi.org/10.23919/acc.2018.8430957","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc.2018.8430957","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 Annual American Control Conference (ACC)","raw_type":"proceedings-article"},"volume":null,"type":"conference-paper","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1802.07903","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5012567706","display_name":"Samantha Samuelson","orcid":"https://orcid.org/0000-0003-4797-6302","observed_orcids":["https://orcid.org/0000-0003-4797-6302"]},"institutions":[{"id":"https://openalex.org/I1174212","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60","country_code":"US","type":"education","lineage":["https://openalex.org/I1174212"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Samantha Samuelson","raw_affiliation_strings":["Electrical Engineering Department, University of Southern California, Los Angeles, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Electrical Engineering Department, University of Southern California, Los Angeles, CA, USA","institution_ids":["https://openalex.org/I1174212"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063507594","display_name":"Insoon Yang","orcid":"https://orcid.org/0000-0001-5887-6169","observed_orcids":["https://orcid.org/0000-0001-5887-6169"]},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Insoon Yang","raw_affiliation_strings":["Electrical and Computer Engineering Department, Seoul National University, Seoul, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Electrical and Computer Engineering Department, Seoul National University, Seoul, Korea","institution_ids":["https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":10.3348,"has_fulltext":true,"cited_by_count":54,"citation_normalized_percentile":{"value":0.98669489,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"6285","last_page":"6290"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.5479000210762024,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.5479000210762024,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.3935999870300293,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10142","display_name":"Formal Methods in Verification","score":0.02500000037252903,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/conditional-value-at-risk","display_name":"conditional value at risk","score":0.859000027179718},{"id":"https://openalex.org/keywords/safety-risk","display_name":"safety risk","score":0.44999998807907104},{"id":"https://openalex.org/keywords/stochastic-optimal-control","display_name":"stochastic optimal control","score":0.7689999938011169},{"id":"https://openalex.org/keywords/multiobjective-control","display_name":"multi-objective control","score":0.9120000004768372},{"id":"https://openalex.org/keywords/set-distance","display_name":"set distance","score":0.6819999814033508},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"dynamic programming","score":0.921999990940094},{"id":"https://openalex.org/keywords/safety-verification","display_name":"safety verification","score":0.800000011920929},{"id":"https://openalex.org/keywords/inventory-management","display_name":"inventory management","score":0.9860000014305115}],"concepts":[{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.6725780963897705},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.6421443223953247},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.6319756507873535},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.610416054725647},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5874386429786682},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5658779740333557},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.5251383781433105},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.48896920680999756},{"id":"https://openalex.org/C203479927","wikidata":"https://www.wikidata.org/wiki/Q5165939","display_name":"Controller (irrigation)","level":2,"score":0.4827408194541931},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.46807703375816345},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.44439592957496643},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.44428008794784546},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.43975794315338135},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.4342897832393646},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23368313908576965},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.1521085798740387},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.13075488805770874},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.10909205675125122},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C6557445","wikidata":"https://www.wikidata.org/wiki/Q173113","display_name":"Agronomy","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.23919/acc.2018.8430957","doi":"https://doi.org/10.23919/acc.2018.8430957","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc.2018.8430957","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 Annual American Control Conference (ACC)","raw_type":"proceedings-article"},{"id":"pmh:oai:arXiv.org:1802.07903","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1802.07903","pdf_url":"https://arxiv.org/pdf/1802.07903","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:s-space.snu.ac.kr:10371/186893","doi":null,"is_oa":false,"landing_page_url":"https://hdl.handle.net/10371/186893","pdf_url":null,"source":{"id":"https://openalex.org/S4306401345","display_name":"Seoul National University Open Repository (Seoul National University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I139264467","host_organization_name":"Seoul National University","host_organization_lineage":["https://openalex.org/I139264467"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Proceedings Paper"},{"id":"doi:10.48550/arxiv.1802.07903","doi":"https://doi.org/10.48550/arxiv.1802.07903","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1802.07903","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1802.07903","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1802.07903","pdf_url":"https://arxiv.org/pdf/1802.07903","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1772713227","display_name":"CRII: CPS: Information-Constrained Cyber-Physical Systems for Supermarket Refrigerator Energy and Inventory Management","funder_award_id":"1657100","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G4927724698","display_name":"Distributionally Robust Control and Incentives with Safety and Risk Constraints","funder_award_id":"1708906","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320337392","display_name":"Division of Electrical, Communications and Cyber Systems","ror":"https://ror.org/01krpsy48"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2964219244.pdf","grobid_xml":"https://content.openalex.org/works/W2964219244.grobid-xml"},"referenced_works_count":32,"referenced_works":["https://openalex.org/W315644267","https://openalex.org/W580164506","https://openalex.org/W1582899597","https://openalex.org/W1587828677","https://openalex.org/W1647779468","https://openalex.org/W1979085877","https://openalex.org/W1990259848","https://openalex.org/W2001009060","https://openalex.org/W2010654234","https://openalex.org/W2019291268","https://openalex.org/W2027106436","https://openalex.org/W2033118636","https://openalex.org/W2039000181","https://openalex.org/W2061372038","https://openalex.org/W2064721129","https://openalex.org/W2069326331","https://openalex.org/W2080813827","https://openalex.org/W2084772009","https://openalex.org/W2124489106","https://openalex.org/W2128347943","https://openalex.org/W2154136656","https://openalex.org/W2200377579","https://openalex.org/W2236132036","https://openalex.org/W2582119505","https://openalex.org/W2623730681","https://openalex.org/W2761558250","https://openalex.org/W2963590277","https://openalex.org/W2963922879","https://openalex.org/W2964219244","https://openalex.org/W3124407081","https://openalex.org/W4253201987","https://openalex.org/W6744765628"],"related_works":["https://openalex.org/W2974039857","https://openalex.org/W3125636723","https://openalex.org/W4386272744","https://openalex.org/W4407987991","https://openalex.org/W4289823579","https://openalex.org/W7166812984","https://openalex.org/W4409517127","https://openalex.org/W3166231878","https://openalex.org/W4294691446","https://openalex.org/W4308216429"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"consider":[4],"a":[5,16,25,36,41,60,77,83],"multi-objective":[6],"control":[7,45,123],"problem":[8],"for":[9],"stochastic":[10,85],"systems":[11],"that":[12],"seeks":[13],"to":[14,39],"minimize":[15],"cost":[17],"of":[18,28,54,69,76,115],"interest":[19],"while":[20],"ensuring":[21],"safety.":[22],"We":[23,89],"introduce":[24],"novel":[26],"measure":[27,58],"safety":[29,42,56,86],"risk":[30,57,109],"using":[31,50],"the":[32,55,70,74,95,100,108,112],"conditional":[33],"value-at-risk":[34],"and":[35,99,111],"set":[37],"distance":[38],"formulate":[40],"risk-constrained":[43,78,96],"optimal":[44],"problem.":[46,124],"Our":[47],"reformulation":[48],"method":[49],"an":[51,121],"extremal":[52],"representation":[53],"provides":[59],"computationally":[61],"tractable":[62],"dynamic":[63],"programming":[64],"solution.":[65],"A":[66],"useful":[67,92],"byproduct":[68],"proposed":[71],"solution":[72],"is":[73,82,118],"notion":[75],"safe":[79,97,103],"set,":[80],"which":[81],"new":[84],"verification":[87],"tool.":[88],"also":[90],"establish":[91],"connections":[93],"between":[94,107],"sets":[98],"popular":[101],"probabilistic":[102],"sets.":[104],"The":[105],"tradeoff":[106],"tolerance":[110],"mean":[113],"performance":[114],"our":[116],"controller":[117],"examined":[119],"through":[120],"inventory":[122]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":13},{"year":2020,"cited_by_count":11},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2019-07-30T00:00:00"}
