{"id":"https://openalex.org/W4366572913","doi":"https://doi.org/10.1109/cdc49753.2023.10383958","title":"Peak Value-at-Risk Estimation for Stochastic Differential Equations Using Occupation Measures","display_name":"Peak Value-at-Risk Estimation for Stochastic Differential Equations Using Occupation Measures","publication_year":2023,"publication_date":"2023-12-13","ids":{"openalex":"https://openalex.org/W4366572913","doi":"https://doi.org/10.1109/cdc49753.2023.10383958"},"language":"en","primary_location":{"id":"doi:10.1109/cdc49753.2023.10383958","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc49753.2023.10383958","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 62nd IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.univ-grenoble-alpes.fr/hal-04055180/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075494961","display_name":"Jared Miller","orcid":"https://orcid.org/0000-0003-4948-4918"},"institutions":[{"id":"https://openalex.org/I12912129","display_name":"Northeastern University","ror":"https://ror.org/04t5xt781","country_code":"US","type":"education","lineage":["https://openalex.org/I12912129"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jared Miller","raw_affiliation_strings":["ETH Zürich,Automatic Control Laboratory (IfA),Zürich,Switzerland,8092","ECE Department, Robust Systems Lab, Northeastern University, Boston, MA"],"affiliations":[{"raw_affiliation_string":"ETH Zürich,Automatic Control Laboratory (IfA),Zürich,Switzerland,8092","institution_ids":[]},{"raw_affiliation_string":"ECE Department, Robust Systems Lab, Northeastern University, Boston, MA","institution_ids":["https://openalex.org/I12912129"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064535517","display_name":"Matteo Tacchi","orcid":"https://orcid.org/0000-0002-5517-5989"},"institutions":[{"id":"https://openalex.org/I899635006","display_name":"Universit\u00e9 Grenoble Alpes","ror":"https://ror.org/02rx3b187","country_code":"FR","type":"education","lineage":["https://openalex.org/I899635006"]},{"id":"https://openalex.org/I106785703","display_name":"Institut polytechnique de Grenoble","ror":"https://ror.org/05sbt2524","country_code":"FR","type":"education","lineage":["https://openalex.org/I106785703","https://openalex.org/I899635006"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210124956","display_name":"Grenoble Images Parole Signal Automatique","ror":"https://ror.org/02wrme198","country_code":"FR","type":"facility","lineage":["https://openalex.org/I106785703","https://openalex.org/I1294671590","https://openalex.org/I4210124956","https://openalex.org/I899635006","https://openalex.org/I899635006"]},{"id":"https://openalex.org/I5124864","display_name":"\u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne","ror":"https://ror.org/02s376052","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I5124864"]}],"countries":["CH","FR"],"is_corresponding":false,"raw_author_name":"Matteo Tacchi","raw_affiliation_strings":["EPFL,Automatic Control Laboratory,Lausanne,Switzerland,1015","GIPSA-lab, Univ. Grenoble Alpes, CNRS, Grenoble INP (Institute of Engineering Univ. Grenoble Alpes), Grenoble, France"],"affiliations":[{"raw_affiliation_string":"EPFL,Automatic Control Laboratory,Lausanne,Switzerland,1015","institution_ids":["https://openalex.org/I5124864"]},{"raw_affiliation_string":"GIPSA-lab, Univ. Grenoble Alpes, CNRS, Grenoble INP (Institute of Engineering Univ. Grenoble Alpes), Grenoble, France","institution_ids":["https://openalex.org/I106785703","https://openalex.org/I4210124956","https://openalex.org/I899635006","https://openalex.org/I1294671590"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074266892","display_name":"Mario Sznaier","orcid":"https://orcid.org/0000-0003-4439-3988"},"institutions":[{"id":"https://openalex.org/I12912129","display_name":"Northeastern University","ror":"https://ror.org/04t5xt781","country_code":"US","type":"education","lineage":["https://openalex.org/I12912129"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mario Sznaier","raw_affiliation_strings":["Northeastern University,Robust Systems Lab,ECE Department,Boston,MA,02115"],"affiliations":[{"raw_affiliation_string":"Northeastern University,Robust Systems Lab,ECE Department,Boston,MA,02115","institution_ids":["https://openalex.org/I12912129"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5039991188","display_name":"Ashkan Jasour","orcid":"https://orcid.org/0000-0002-4530-8311"},"institutions":[{"id":"https://openalex.org/I1334627681","display_name":"Jet Propulsion Laboratory","ror":"https://ror.org/027k65916","country_code":"US","type":"facility","lineage":["https://openalex.org/I122411786","https://openalex.org/I1334627681","https://openalex.org/I4210124779"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ashkan Jasour","raw_affiliation_strings":["Team 347T-Robotic Aerial Mobility, Jet Propulsion Lab,Pasadena,CA,91109"],"affiliations":[{"raw_affiliation_string":"Team 347T-Robotic Aerial Mobility, Jet Propulsion Lab,Pasadena,CA,91109","institution_ids":["https://openalex.org/I1334627681"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5075494961"],"corresponding_institution_ids":["https://openalex.org/I12912129"],"apc_list":null,"apc_paid":null,"fwci":1.4974,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.83060605,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"4836","last_page":"4842"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"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":0.9991000294685364,"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/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"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":0.989799976348877,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6827324032783508},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.6275542974472046},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.6170872449874878},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.6169047355651855},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5340605974197388},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5158388018608093},{"id":"https://openalex.org/keywords/polynomial","display_name":"Polynomial","score":0.5089027881622314},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.4715680480003357},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.45976370573043823},{"id":"https://openalex.org/keywords/semidefinite-programming","display_name":"Semidefinite programming","score":0.4341072738170624},{"id":"https://openalex.org/keywords/quantile-function","display_name":"Quantile function","score":0.4340229332447052},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4259869456291199},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4103187322616577},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.26925939321517944},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2516888380050659},{"id":"https://openalex.org/keywords/moment-generating-function","display_name":"Moment-generating function","score":0.20932459831237793},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.18587040901184082},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.10882925987243652}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6827324032783508},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.6275542974472046},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.6170872449874878},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.6169047355651855},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5340605974197388},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5158388018608093},{"id":"https://openalex.org/C90119067","wikidata":"https://www.wikidata.org/wiki/Q43260","display_name":"Polynomial","level":2,"score":0.5089027881622314},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.4715680480003357},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.45976370573043823},{"id":"https://openalex.org/C101901036","wikidata":"https://www.wikidata.org/wiki/Q2269096","display_name":"Semidefinite programming","level":2,"score":0.4341072738170624},{"id":"https://openalex.org/C47121976","wikidata":"https://www.wikidata.org/wiki/Q3489473","display_name":"Quantile function","level":4,"score":0.4340229332447052},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4259869456291199},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4103187322616577},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.26925939321517944},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2516888380050659},{"id":"https://openalex.org/C101796028","wikidata":"https://www.wikidata.org/wiki/Q535587","display_name":"Moment-generating function","level":3,"score":0.20932459831237793},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.18587040901184082},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.10882925987243652},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","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}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/cdc49753.2023.10383958","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc49753.2023.10383958","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 62nd IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-04055180v1","is_oa":true,"landing_page_url":"https://hal.univ-grenoble-alpes.fr/hal-04055180","pdf_url":"https://hal.univ-grenoble-alpes.fr/hal-04055180/document","source":{"id":"https://openalex.org/S4406922461","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://cdc2022.ieeecss.org/","raw_type":"Conference papers"},{"id":"pmh:oai:infoscience.epfl.ch:310133","is_oa":true,"landing_page_url":"http://infoscience.epfl.ch/record/310133","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"WoS","raw_type":"conference proceedings"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-04055180v1","is_oa":true,"landing_page_url":"https://hal.univ-grenoble-alpes.fr/hal-04055180","pdf_url":"https://hal.univ-grenoble-alpes.fr/hal-04055180/document","source":{"id":"https://openalex.org/S4406922461","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://cdc2022.ieeecss.org/","raw_type":"Conference papers"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1523888516","display_name":null,"funder_award_id":"FA9550-","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G1710620052","display_name":null,"funder_award_id":"51NF40 18054","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G1718062779","display_name":"CPS: Frontier: Collaborative Research: Data-Driven Cyberphysical Systems","funder_award_id":"1646121","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2179010935","display_name":null,"funder_award_id":"180545","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G221726962","display_name":null,"funder_award_id":"18054","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G2296916099","display_name":null,"funder_award_id":"ECCS-1","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2528128242","display_name":null,"funder_award_id":"CNS-2038493","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2855079135","display_name":null,"funder_award_id":"N00014-21-1-2431","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G330376158","display_name":null,"funder_award_id":"51NF40_180545","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G4516736450","display_name":null,"funder_award_id":"-21-1-","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G4522566312","display_name":"Paul Celan et la po\u00e9sie fran\u00e7aise.","funder_award_id":"20384","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4621158401","display_name":null,"funder_award_id":"Fellowship","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4776870722","display_name":null,"funder_award_id":"unknown","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G5129771594","display_name":null,"funder_award_id":"180545","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5387502751","display_name":null,"funder_award_id":"2038493","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5575568722","display_name":"Chaucerian Messengers: Theories of Authority and Authorship Embodied","funder_award_id":"164612","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5786036622","display_name":"Die Beziehungen der Schweiz zum s\u00fcdafrikanischen Apartheidregime in der \u00f6ffentlichen politischen Kommunikation der Schweiz zwischen 1948 und 2001","funder_award_id":"64612","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5809100787","display_name":null,"funder_award_id":"FA9550","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G6035327784","display_name":null,"funder_award_id":"51NF40_180545","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G6098521345","display_name":null,"funder_award_id":"FA9550","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G6400721864","display_name":"Collaborative Research: Data Driven Control of Switched Systems with Applications to Human Behavioral Modification","funder_award_id":"1808381","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6562578720","display_name":null,"funder_award_id":"FA9550-19-1-0005","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G6590829305","display_name":null,"funder_award_id":"51NF40 180545","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G6815443546","display_name":null,"funder_award_id":"200021_178890,51NF40_180545","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G687833884","display_name":null,"funder_award_id":"ECCS-1808381","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6894402473","display_name":null,"funder_award_id":"Fellowship","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7159101312","display_name":null,"funder_award_id":"CNS-1646121,ECCS-1808381,CNS-2038493","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7764938118","display_name":"Molecular biology of eukaryotic DNA replication 'Wissenschaftliche Tagung'","funder_award_id":"46121","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G8015118880","display_name":null,"funder_award_id":"51NF40_18054","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G848032724","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8617068598","display_name":null,"funder_award_id":"CNS-1646121","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8876996369","display_name":null,"funder_award_id":"N00014","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320320924","display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","ror":"https://ror.org/00yjd3n13"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"},{"id":"https://openalex.org/F4320337392","display_name":"Division of Electrical, Communications and Cyber Systems","ror":"https://ror.org/01krpsy48"},{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4366572913.pdf"},"referenced_works_count":42,"referenced_works":["https://openalex.org/W185310020","https://openalex.org/W1106997938","https://openalex.org/W1510793184","https://openalex.org/W1989173150","https://openalex.org/W1997785623","https://openalex.org/W2009923109","https://openalex.org/W2014838276","https://openalex.org/W2018978614","https://openalex.org/W2019291268","https://openalex.org/W2033118636","https://openalex.org/W2042963469","https://openalex.org/W2092123844","https://openalex.org/W2112407936","https://openalex.org/W2117781171","https://openalex.org/W2132670515","https://openalex.org/W2134489088","https://openalex.org/W2141436719","https://openalex.org/W2152296645","https://openalex.org/W2200377579","https://openalex.org/W2211729976","https://openalex.org/W2246996236","https://openalex.org/W2536620281","https://openalex.org/W2963148049","https://openalex.org/W2963908876","https://openalex.org/W3044582844","https://openalex.org/W3048402568","https://openalex.org/W3106000960","https://openalex.org/W3123850745","https://openalex.org/W3124407081","https://openalex.org/W3175509097","https://openalex.org/W3210577245","https://openalex.org/W3215494060","https://openalex.org/W4210488687","https://openalex.org/W4221156184","https://openalex.org/W4250743307","https://openalex.org/W4251032486","https://openalex.org/W4251616545","https://openalex.org/W4252698487","https://openalex.org/W4254437322","https://openalex.org/W4388642335","https://openalex.org/W6691016304","https://openalex.org/W6789140969"],"related_works":["https://openalex.org/W3136930549","https://openalex.org/W2911373886","https://openalex.org/W2790774582","https://openalex.org/W2031337030","https://openalex.org/W2792247961","https://openalex.org/W4382774528","https://openalex.org/W4246717623","https://openalex.org/W2995743897","https://openalex.org/W4244340232","https://openalex.org/W2024765102"],"abstract_inverted_index":{"This":[0,25],"paper":[1],"proposes":[2],"an":[3,54],"algorithm":[4],"to":[5,35],"upper-bound":[6],"maximal":[7],"quantile":[8,77],"statistics":[9,78],"of":[10,17,40,65,87,103],"a":[11,18,31,41,85],"state":[12,42,46],"function":[13,43],"over":[14],"the":[15,37,63,75,94],"course":[16],"Stochastic":[19],"Differential":[20],"Equation":[21],"(SDE)":[22],"system":[23],"execution.":[24],"chance-peak":[26],"problem":[27,50],"is":[28,51,100,106],"posed":[29],"as":[30],"nonconvex":[32],"program":[33],"aiming":[34],"maximize":[36],"Value-at-Risk":[38],"(VaR)":[39],"along":[44],"SDE":[45],"distributions.":[47],"The":[48],"VaR":[49],"upper-bounded":[52],"by":[53,84],"infinite-dimensional":[55],"Second-Order":[56],"Cone":[57],"Program":[58],"in":[59,90],"occupation":[60],"measures":[61],"through":[62],"use":[64],"one-sided":[66],"Cantelli":[67],"or":[68],"Vysochanskii-Petunin":[69],"inequalities.":[70],"These":[71],"upper":[72],"bounds":[73],"on":[74,108],"true":[76],"may":[79],"be":[80],"approximated":[81],"from":[82],"above":[83],"sequence":[86],"Semidefinite":[88],"Programs":[89],"increasing":[91],"size":[92],"using":[93],"moment-Sum-of-Squares":[95],"hierarchy":[96],"when":[97],"all":[98],"data":[99],"polynomial.":[101],"Effectiveness":[102],"this":[104],"approach":[105],"demonstrated":[107],"example":[109],"stochastic":[110],"polynomial":[111],"dynamical":[112],"systems.":[113]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2023-04-23T00:00:00"}