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On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
Chapman, Margaret P., Faus, Michael, Smith, Kevin M.
Published in IEEE transactions on automatic control (01.06.2023)
Published in IEEE transactions on automatic control (01.06.2023)
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Optimal Control of Energy Storage in a Microgrid by Minimizing Conditional Value-at-Risk
Khodabakhsh, Raheleh, Sirouspour, Shahin
Published in IEEE transactions on sustainable energy (01.07.2016)
Published in IEEE transactions on sustainable energy (01.07.2016)
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Conditional value at risk for damage identification in structural digital twins
Airaudo, Facundo N., Antil, Harbir, Löhner, Rainald
Published in Finite elements in analysis and design (01.03.2025)
Published in Finite elements in analysis and design (01.03.2025)
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Mean-standard deviation-conditional value-at-risk portfolio optimization
Maziar Salahi, Tahereh Khodamoradi, Abdelouahed Hamdi
Published in Mathematics and Modeling in Finance (01.09.2023)
Published in Mathematics and Modeling in Finance (01.09.2023)
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Optimal gas detector placement under uncertainty considering Conditional-Value-at-Risk
Legg, S.W., Wang, C., Benavides-Serrano, A.J., Laird, C.D.
Published in Journal of loss prevention in the process industries (01.05.2013)
Published in Journal of loss prevention in the process industries (01.05.2013)
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Credit risk optimization with Conditional Value-at-Risk criterion
Andersson, Fredrik, Mausser, Helmut, Rosen, Dan, Uryasev, Stanislav
Published in Mathematical programming (01.01.2001)
Published in Mathematical programming (01.01.2001)
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A two-stage optimal scheduling model of integrated energy system based on CVaR theory implementing integrated demand response
Fan, Wei, Tan, Zhongfu, Li, Fanqi, Zhang, Amin, Ju, Liwei, Wang, Yuwei, De, Gejirifu
Published in Energy (Oxford) (15.01.2023)
Published in Energy (Oxford) (15.01.2023)
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Stochastic programming on joint optimization of redundancy design and condition-based maintenance for continuously degrading systems subject to uncertain usage stresses
Zhu, Xiaoyan, Hao, Yaqian, Bae, Suk Joo
Published in Reliability engineering & system safety (01.08.2025)
Published in Reliability engineering & system safety (01.08.2025)
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Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk
Yin, Ji, Zhang, Zhiyuan, Tsiotras, Panagiotis
Published in 2023 IEEE International Conference on Robotics and Automation (ICRA) (29.05.2023)
Published in 2023 IEEE International Conference on Robotics and Automation (ICRA) (29.05.2023)
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Conference Proceeding
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Wasserstein Distributionally Robust Look-Ahead Economic Dispatch
Poolla, Bala Kameshwar, Hota, Ashish R., Bolognani, Saverio, Callaway, Duncan S., Cherukuri, Ashish
Published in IEEE transactions on power systems (01.05.2021)
Published in IEEE transactions on power systems (01.05.2021)
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Optimization of discrete broadcast under uncertainty using conditional value-at-risk
Kammerdiner, Alla, Sprintson, Alex, Pasiliao, Eduardo, Boginski, Vladimir
Published in Optimization letters (01.01.2014)
Published in Optimization letters (01.01.2014)
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