{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,31]],"date-time":"2026-03-31T23:17:28Z","timestamp":1774999048521,"version":"3.50.1"},"reference-count":51,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"6","license":[{"start":{"date-parts":[[2025,6,1]],"date-time":"2025-06-01T00:00:00Z","timestamp":1748736000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2025,6,1]],"date-time":"2025-06-01T00:00:00Z","timestamp":1748736000000},"content-version":"am","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2025,6,1]],"date-time":"2025-06-01T00:00:00Z","timestamp":1748736000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2025,6,1]],"date-time":"2025-06-01T00:00:00Z","timestamp":1748736000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Automat. Contr."],"published-print":{"date-parts":[[2025,6]]},"DOI":"10.1109\/tac.2024.3519977","type":"journal-article","created":{"date-parts":[[2024,12,18]],"date-time":"2024-12-18T19:58:35Z","timestamp":1734551915000},"page":"3936-3951","source":"Crossref","is-referenced-by-count":1,"title":["Convex Computation of Value-at-Risk Bounds for Stochastic Processes"],"prefix":"10.1109","volume":"70","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4948-4918","authenticated-orcid":false,"given":"Jared","family":"Miller","sequence":"first","affiliation":[{"name":"Automatic Control Laboratory (IfA), ETH Zürich, Zürich, Switzerland"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-5517-5989","authenticated-orcid":false,"given":"Matteo","family":"Tacchi","sequence":"additional","affiliation":[{"name":"Automatic Control Laboratory, EPFL, Lausanne, Switzerland"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4439-3988","authenticated-orcid":false,"given":"Mario","family":"Sznaier","sequence":"additional","affiliation":[{"name":"Department of ECE, Robust Systems Lab, Northeastern University, Boston, MA, USA"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4530-8311","authenticated-orcid":false,"given":"Ashkan","family":"Jasour","sequence":"additional","affiliation":[{"name":"Team 347T-Robotic Aerial Mobility, Jet Propulsion Lab, Pasadena, CA, USA"}]}],"member":"263","reference":[{"key":"ref1","first-page":"355","article-title":"Convex and coherent risk measures","author":"Fllmer","year":"2010","journal-title":"Encyclopedia Quantitative Finance"},{"key":"ref2","volume-title":"Value at Risk","author":"Jorion","year":"2000"},{"key":"ref3","first-page":"47","article-title":"Sui confini della probabilita","volume-title":"Proc. Atti del Congresso Internazionale dei Matematici: Bologna del 3 al","author":"Cantelli","year":"1928"},{"issue":"25-36","key":"ref4","first-page":"23","article-title":"Justification of the 3$\\sigma$ rule for unimodal distributions","volume":"21","author":"Vysochanskij","year":"1980","journal-title":"Theory Probability Math. Statist."},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1080\/17442508708833436"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-3150-7_15"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(02)00271-6"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00068"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1287\/educ.1080.0052"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1109\/LRA.2020.3010755"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/ICRA46639.2022.9811363"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1137\/16M1058492"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2021.3131149"},{"key":"ref14","volume-title":"Lectures on Stochastic Program.: Model. Theory","author":"Shapiro","year":"2021"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1515\/9781400831050"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-003-0499-y"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-010-9754-6"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4471-4610-0"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1137\/S1052623403430099"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/0022-247X(80)90143-2"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900377663"},{"key":"ref22","doi-asserted-by":"crossref","DOI":"10.1142\/p665","volume-title":"Moments, Positive Polynomials and Their Applications, Ser. Imperial College Press Optimization Series","author":"Lasserre","year":"2009"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1137\/070685051"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2013.2283095"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1137\/19M1277953"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1109\/CDC45484.2021.9683778"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2006.00279.x"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2004.1428804"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2007.902736"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-93918-4_24"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1137\/15M1053347"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1109\/tac.2023.3332570"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1137\/140958736"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-019-01429-5"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1080\/10920277.2017.1302805"},{"key":"ref36","first-page":"817","article-title":"Worst-case VaR and CVaR","volume-title":"Operations Res. Proc. Sel. Papers Annu. Int. Conf. German Operations Res. Soc.","author":"erbkov","year":"2006"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1109\/CDC49753.2023.10383958"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-14394-6_5"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.3934\/naco.2024014"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1017\/cbo9781107590120"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-00031-1_4"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-002-0339-5"},{"key":"ref43","article-title":"Working with square roots.","author":"Lofberg","year":"2009"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1007\/s11590-021-01757-6"},{"key":"ref45","article-title":"The MOSEK optimization toolbox for MATLAB manual.","volume-title":"Version 9.2.","author":"ApS","year":"2020"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1109\/CDC51059.2022.9992817"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2023.3285862"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.1137\/050623802"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1109\/CACSD.2004.1393890"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1090\/gsm\/054"},{"key":"ref51","article-title":"Moment-SOS hierarchy for large scale set approximation. application to power systems transient stability analysis","author":"Tacchi","year":"2021"}],"container-title":["IEEE Transactions on Automatic Control"],"original-title":[],"link":[{"URL":"https:\/\/ieeexplore.ieee.org\/ielam\/9\/11018158\/10806813-aam.pdf","content-type":"application\/pdf","content-version":"am","intended-application":"syndication"},{"URL":"http:\/\/xplorestaging.ieee.org\/ielx8\/9\/11018158\/10806813.pdf?arnumber=10806813","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,2]],"date-time":"2025-06-02T15:50:12Z","timestamp":1748879412000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/10806813\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,6]]},"references-count":51,"journal-issue":{"issue":"6"},"URL":"https:\/\/doi.org\/10.1109\/tac.2024.3519977","relation":{},"ISSN":["0018-9286","1558-2523","2334-3303"],"issn-type":[{"value":"0018-9286","type":"print"},{"value":"1558-2523","type":"electronic"},{"value":"2334-3303","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025,6]]}}}