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Risk-averse optimal control

March 3, 2019

Pantelis Sopasakis

Pantelis Sopasakis

Our paper titled "Risk-averse risk-constrained optimal control," (authors: P. Sopasakis, M. Schuurmans, P. Patrinos) has been accepted for publication in European Control Conference 2019.

This work is accompanied by the MATLAB toolbox marietta which is distributed under the MIT open source license.

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