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Risk-Averse Decision Making Under Uncertainty.
Mohamadreza Ahmadi
Ugo Rosolia
Michel D. Ingham
Richard M. Murray
Aaron D. Ames
Published in:
IEEE Trans. Autom. Control. (2024)
Keyphrases
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risk averse
decision making under uncertainty
stochastic programming
decision makers
risk neutral
multistage
utility function
linear program
decision making
robust optimization
decision analysis
decision support system
dynamic programming
artificial intelligence
decision theory
expected utility