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Mean-Variance Risk-Averse Optimal Control of Systems Govern..:

Alexanderian, Alen ; Petra, Noemi ; Stadler, Georg.
SIAM/ASA Journal on Uncertainty Quantification.  5 (2017)  1 - p. 1166-1192 , 2017
Link: https://doi.org/10.1137/16m106306x