{"id":"https://openalex.org/W2922395322","doi":"https://doi.org/10.23919/ecc.2019.8796021","title":"Risk-averse risk-constrained optimal control","display_name":"Risk-averse risk-constrained optimal control","publication_year":2019,"publication_date":"2019-06-01","ids":{"openalex":"https://openalex.org/W2922395322","doi":"https://doi.org/10.23919/ecc.2019.8796021","mag":"2922395322"},"language":"en","primary_location":{"id":"doi:10.23919/ecc.2019.8796021","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2019.8796021","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 18th European Control Conference (ECC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://lirias.kuleuven.be/handle/123456789/635980","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051529774","display_name":"Pantelis Sopasakis","orcid":"https://orcid.org/0000-0002-4584-2354"},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Pantelis Sopasakis","raw_affiliation_strings":["Queen's University Belfast, Centre for Intelligent Autonomous Manufacturing Systems, Northern Ireland, UK","Queen's University Belfast, School of Electronics, Electrical Engineering and Computer Science, Centre for Intelligent Autonomous Manufacturing Systems, BT9 5AH, Northern Ireland, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Queen's University Belfast, Centre for Intelligent Autonomous Manufacturing Systems, Northern Ireland, UK","institution_ids":["https://openalex.org/I126231945"]},{"raw_affiliation_string":"Queen's University Belfast, School of Electronics, Electrical Engineering and Computer Science, Centre for Intelligent Autonomous Manufacturing Systems, BT9 5AH, Northern Ireland, UK","institution_ids":["https://openalex.org/I126231945"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030621921","display_name":"Mathijs Schuurmans","orcid":"https://orcid.org/0000-0001-8695-6473"},"institutions":[{"id":"https://openalex.org/I99464096","display_name":"KU Leuven","ror":"https://ror.org/05f950310","country_code":"BE","type":"education","lineage":["https://openalex.org/I99464096"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Mathijs Schuurmans","raw_affiliation_strings":["Department of Electrical Engineering (ESAT-STADIUS), KU Leuven, Leuven, Belgium","KU Leuven, Kasteelpark Arenberg 10, Leuven, 3001, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering (ESAT-STADIUS), KU Leuven, Leuven, Belgium","institution_ids":["https://openalex.org/I99464096"]},{"raw_affiliation_string":"KU Leuven, Kasteelpark Arenberg 10, Leuven, 3001, Belgium","institution_ids":["https://openalex.org/I99464096"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031380765","display_name":"Panagiotis Patrinos","orcid":"https://orcid.org/0000-0003-4824-7697"},"institutions":[{"id":"https://openalex.org/I99464096","display_name":"KU Leuven","ror":"https://ror.org/05f950310","country_code":"BE","type":"education","lineage":["https://openalex.org/I99464096"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Panagiotis Patrinos","raw_affiliation_strings":["Department of Electrical Engineering (ESAT-STADIUS), KU Leuven, Leuven, Belgium","KU Leuven, Kasteelpark Arenberg 10, Leuven, 3001, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering (ESAT-STADIUS), KU Leuven, Leuven, Belgium","institution_ids":["https://openalex.org/I99464096"]},{"raw_affiliation_string":"KU Leuven, Kasteelpark Arenberg 10, Leuven, 3001, Belgium","institution_ids":["https://openalex.org/I99464096"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"375","last_page":"380"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9905999898910522,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9842000007629395,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean 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/mathematical-optimization","display_name":"Mathematical optimization","score":0.6880370378494263},{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.6124142408370972},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.5904250144958496},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5714300870895386},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.5521277189254761},{"id":"https://openalex.org/keywords/robustification","display_name":"Robustification","score":0.49311181902885437},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.4800216257572174},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.4700074791908264},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.46253564953804016},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.4421660006046295},{"id":"https://openalex.org/keywords/time-consistency","display_name":"Time consistency","score":0.4317905604839325},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.43047022819519043},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.28561609983444214},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2580290138721466},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21868273615837097},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.13989123702049255},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09696698188781738}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6880370378494263},{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.6124142408370972},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.5904250144958496},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5714300870895386},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.5521277189254761},{"id":"https://openalex.org/C2778584072","wikidata":"https://www.wikidata.org/wiki/Q7353545","display_name":"Robustification","level":3,"score":0.49311181902885437},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.4800216257572174},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.4700074791908264},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.46253564953804016},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.4421660006046295},{"id":"https://openalex.org/C11534374","wikidata":"https://www.wikidata.org/wiki/Q7805280","display_name":"Time consistency","level":2,"score":0.4317905604839325},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.43047022819519043},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.28561609983444214},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2580290138721466},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21868273615837097},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.13989123702049255},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09696698188781738},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.23919/ecc.2019.8796021","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2019.8796021","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 18th European Control Conference (ECC)","raw_type":"proceedings-article"},{"id":"pmh:oai:lirias2repo.kuleuven.be:123456789/635980","is_oa":true,"landing_page_url":"https://lirias.kuleuven.be/handle/123456789/635980","pdf_url":null,"source":{"id":"https://openalex.org/S7407055369","display_name":"Lirias","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":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"2019, 18th European Control Conference (ECC), Naples, Italy, 25-28 June 2019","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:arXiv.org:1903.06749","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1903.06749","pdf_url":"https://arxiv.org/pdf/1903.06749","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"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":"","raw_type":"text"},{"id":"pmh:oai:pure.qub.ac.uk/portal:openaire/67e536c8-ea2d-424c-86b0-d66ee0e5bdcf","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1903.06749","pdf_url":null,"source":{"id":"https://openalex.org/S4306402319","display_name":"Research Portal (Queen's University Belfast)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I126231945","host_organization_name":"Queen's University Belfast","host_organization_lineage":["https://openalex.org/I126231945"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Sopasakis, P, Schuurmans, M & Patrinos, P 2019, 'Risk-averse risk-constrained optimal control', Paper presented at European Control Conference, Naples, Italy, 25/06/2018 - 28/06/2019 pp. 1-7. < https://arxiv.org/abs/1903.06749 >","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:pure.qub.ac.uk/portal:publications/67e536c8-ea2d-424c-86b0-d66ee0e5bdcf","is_oa":true,"landing_page_url":"https://pure.qub.ac.uk/en/publications/67e536c8-ea2d-424c-86b0-d66ee0e5bdcf","pdf_url":null,"source":{"id":"https://openalex.org/S4306402319","display_name":"Research Portal (Queen's University Belfast)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I126231945","host_organization_name":"Queen's University Belfast","host_organization_lineage":["https://openalex.org/I126231945"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Sopasakis, P, Schuurmans, M & Patrinos, P 2019, 'Risk-averse risk-constrained optimal control', Paper presented at European Control Conference, Naples, Italy, 25/06/2018 - 28/06/2019 pp. 1-7. < https://arxiv.org/abs/1903.06749 >","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"doi:10.48550/arxiv.1903.06749","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1903.06749","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"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":null,"raw_source_name":null,"raw_type":"Preprint"},{"id":"mag:2922395322","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:lirias2repo.kuleuven.be:123456789/635980","is_oa":true,"landing_page_url":"https://lirias.kuleuven.be/handle/123456789/635980","pdf_url":null,"source":{"id":"https://openalex.org/S7407055369","display_name":"Lirias","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":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"2019, 18th European Control Conference (ECC), Naples, Italy, 25-28 June 2019","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2787453302","display_name":"Structured Low-Rank matrix / tensor approximation: numerical optimization-based algorithms and applications","funder_award_id":"30468160","funder_id":"https://openalex.org/F4320321730","funder_display_name":"Fonds Wetenschappelijk Onderzoek"},{"id":"https://openalex.org/G2834563790","display_name":"A unifying algorithmic framework for structured optimization","funder_award_id":"G086518N","funder_id":"https://openalex.org/F4320321730","funder_display_name":"Fonds Wetenschappelijk Onderzoek"},{"id":"https://openalex.org/G4829754272","display_name":null,"funder_award_id":"C14/18/068","funder_id":"https://openalex.org/F4320322308","funder_display_name":"KU Leuven"},{"id":"https://openalex.org/G623480064","display_name":"Risk-averse Control and Dynamic Optimization: Bridging the Gap Between Robust and Stochastic Control","funder_award_id":"G086318N","funder_id":"https://openalex.org/F4320321730","funder_display_name":"Fonds Wetenschappelijk Onderzoek"},{"id":"https://openalex.org/G7564167306","display_name":null,"funder_award_id":"30468160","funder_id":"https://openalex.org/F4320321390","funder_display_name":"Fonds De La Recherche Scientifique - FNRS"}],"funders":[{"id":"https://openalex.org/F4320321390","display_name":"Fonds De La Recherche Scientifique - FNRS","ror":"https://ror.org/03q83t159"},{"id":"https://openalex.org/F4320321730","display_name":"Fonds Wetenschappelijk Onderzoek","ror":"https://ror.org/03qtxy027"},{"id":"https://openalex.org/F4320322308","display_name":"KU Leuven","ror":"https://ror.org/05f950310"},{"id":"https://openalex.org/F4320327336","display_name":"Vlaamse regering","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W803647133","https://openalex.org/W1503221585","https://openalex.org/W1541527977","https://openalex.org/W1568307856","https://openalex.org/W1594257176","https://openalex.org/W1647779468","https://openalex.org/W1818156433","https://openalex.org/W1967729795","https://openalex.org/W2031355801","https://openalex.org/W2055166306","https://openalex.org/W2058589222","https://openalex.org/W2060013459","https://openalex.org/W2062843008","https://openalex.org/W2072235407","https://openalex.org/W2098432798","https://openalex.org/W2099506495","https://openalex.org/W2109427113","https://openalex.org/W2115001337","https://openalex.org/W2159223630","https://openalex.org/W2159289433","https://openalex.org/W2213929281","https://openalex.org/W2294586855","https://openalex.org/W2560427741","https://openalex.org/W2750201565","https://openalex.org/W2902505661","https://openalex.org/W2954940391","https://openalex.org/W2963082836","https://openalex.org/W2963959124","https://openalex.org/W2967223483","https://openalex.org/W3098850603","https://openalex.org/W3145997355","https://openalex.org/W4251616545","https://openalex.org/W6683517036"],"related_works":["https://openalex.org/W2295827647","https://openalex.org/W2891151342","https://openalex.org/W2907690428","https://openalex.org/W2735195818","https://openalex.org/W2969275034","https://openalex.org/W3182965504","https://openalex.org/W2092277809","https://openalex.org/W2886602530","https://openalex.org/W3007273753","https://openalex.org/W2978898239","https://openalex.org/W2947205161","https://openalex.org/W2970369022","https://openalex.org/W2585717016","https://openalex.org/W3001451092","https://openalex.org/W137438055","https://openalex.org/W3022223783","https://openalex.org/W3125291905","https://openalex.org/W3134895338","https://openalex.org/W2493699178","https://openalex.org/W2963047631"],"abstract_inverted_index":{"Multistage":[0],"risk-averse":[1,31],"optimal":[2,27],"control":[3],"problems":[4,32,87],"with":[5],"nested":[6,86],"conditional":[7],"risk":[8,106],"mappings":[9],"are":[10],"gaining":[11],"popularity":[12],"in":[13,115],"various":[14],"application":[15],"domains.":[16],"Risk-averse":[17],"formulations":[18],"interpolate":[19],"between":[20],"the":[21,45,111],"classical":[22],"expectation-based":[23,65],"stochastic":[24],"and":[25],"minimax":[26],"control.":[28],"This":[29],"way,":[30],"aim":[33],"at":[34],"hedging":[35],"against":[36],"extreme":[37],"low-probability":[38],"events":[39],"without":[40],"being":[41],"overly":[42],"conservative.":[43],"At":[44],"same":[46],"time,":[47],"risk-based":[48],"constraints":[49,59,107],"may":[50],"be":[51],"employed":[52],"either":[53],"as":[54,61,74],"surrogates":[55],"for":[56,84,110],"chance":[57],"(probabilistic)":[58],"or":[60],"a":[62,81,102],"robustification":[63],"of":[64,105,113],"constraints.":[66],"Such":[67],"multistage":[68],"problems,":[69],"however,":[70],"have":[71],"been":[72],"identified":[73],"particularly":[75],"hard":[76],"to":[77,91],"solve.":[78],"We":[79],"propose":[80,101],"decomposition":[82],"method":[83],"such":[85],"that":[88],"allows":[89],"us":[90],"solve":[92],"them":[93],"via":[94],"efficient":[95],"numerical":[96],"optimization":[97],"methods.":[98],"Alongside,":[99],"we":[100],"new":[103],"form":[104],"which":[108],"accounts":[109],"propagation":[112],"uncertainty":[114],"time.":[116]},"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
